+350.8%
DXCM vs NVT
+712.1%
-361.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -6.5% | +7.0% | -13.5% | -8.4% |
| 30D | -4.3% | -2.3% | -2.0% | -4.1% |
| 3M | +7.3% | -3.1% | +10.4% | +6.5% |
| 6M | +22.0% | +47.0% | -25.0% | +5.1% |
| YTD | +26.4% | +56.2% | -29.8% | +6.4% |
| 1Y | +7.0% | +74.5% | -67.6% | -14.5% |
| 3Y | -19.6% | +184.0% | -203.6% | -49.1% |
| 5Y | -39.3% | +410.8% | -450.1% | -69.5% |
| All | +350.8% | +712.1% | -361.3% | +78.8% |
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