+9.2%
DXCM vs NVT
+71.6%
-62.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -1.7% |
| 7D | -5.5% | +4.1% | -9.6% | -5.5% |
| 30D | -8.6% | -5.1% | -3.4% | -8.5% |
| 3M | +10.3% | -1.2% | +11.5% | +9.9% |
| 6M | +25.2% | +46.6% | -21.4% | +21.8% |
| YTD | +25.1% | +60.0% | -34.9% | +24.6% |
| 1Y | +9.2% | +70.8% | -61.5% | +8.0% |
| All | +9.2% | +71.6% | -62.4% | +8.0% |
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