-21.8%
DXCM vs NVT
+184.0%
-205.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -6.5% | +7.0% | -13.5% | -7.4% |
| 30D | -4.3% | -2.3% | -2.0% | -4.2% |
| 3M | +7.3% | -3.1% | +10.4% | +6.9% |
| 6M | +22.0% | +47.0% | -25.0% | +11.9% |
| YTD | +26.4% | +56.2% | -29.8% | +14.6% |
| 1Y | +7.0% | +74.5% | -67.6% | -6.3% |
| All | -21.8% | +184.0% | -205.8% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling