+337.4%
DXCM vs NVT
+492.6%
-155.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | -3.6% | +17.4% | -21.0% | -7.7% |
| 30D | -4.3% | -28.4% | +24.0% | +2.9% |
| 3M | -10.4% | -32.4% | +22.0% | -3.0% |
| 6M | +33.1% | -32.2% | +65.3% | +41.9% |
| YTD | +22.6% | +14.0% | +8.6% | +9.8% |
| 1Y | +36.5% | +4.3% | +32.3% | +25.5% |
| 3Y | -13.5% | +131.7% | -145.2% | -43.9% |
| 5Y | -49.6% | +232.4% | -282.1% | -72.1% |
| All | +337.4% | +492.6% | -155.2% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling