+44.6%
DXCM vs NVT
+3.0%
+41.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -12.7% | +19.4% | +6.4% |
| 7D | +12.5% | -19.5% | +32.0% | +12.4% |
| 30D | +1.8% | -32.4% | +34.2% | +2.3% |
| 3M | +1.8% | -30.3% | +32.1% | +1.9% |
| 6M | +47.4% | -30.4% | +77.8% | +45.2% |
| YTD | +33.3% | +11.3% | +22.0% | +18.2% |
| 1Y | +44.6% | +3.6% | +41.1% | +29.5% |
| All | +44.6% | +3.0% | +41.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling