+354.2%
DXCM vs NVT
+694.8%
-340.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -5.8% | +2.0% | -7.8% | -6.5% |
| 30D | -5.6% | -7.2% | +1.6% | -4.0% |
| 3M | +13.0% | -0.9% | +13.9% | +11.4% |
| 6M | +24.7% | +42.6% | -17.9% | +8.4% |
| YTD | +27.3% | +52.9% | -25.6% | +7.9% |
| 1Y | +11.2% | +64.5% | -53.3% | -9.4% |
| 3Y | -19.0% | +178.0% | -197.0% | -48.4% |
| 5Y | -38.5% | +402.8% | -441.3% | -68.9% |
| All | +354.2% | +694.8% | -340.7% | +81.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling