+347.8%
DXCM vs NVT
+488.5%
-140.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +4.9% | +8.0% | -3.0% | +2.9% |
| 30D | -0.2% | -24.8% | +24.6% | +5.9% |
| 3M | -8.9% | -32.4% | +23.5% | -1.4% |
| 6M | +42.3% | -33.5% | +75.7% | +52.6% |
| YTD | +25.6% | +13.2% | +12.4% | +12.7% |
| 1Y | +39.5% | +9.0% | +30.6% | +26.4% |
| 3Y | -15.3% | +129.4% | -144.7% | -44.9% |
| 5Y | -48.4% | +230.1% | -278.5% | -71.4% |
| All | +347.8% | +488.5% | -140.6% | +89.3% |
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 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