-38.6%
DXCM vs NVT
+425.5%
-464.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -8.0% | -5.0% |
| 7D | -6.2% | +10.4% | -16.6% | -8.9% |
| 30D | -0.3% | -1.3% | +1.0% | -0.3% |
| 3M | +10.3% | -0.6% | +10.9% | +8.8% |
| 6M | +24.1% | +53.8% | -29.6% | +4.5% |
| YTD | +27.4% | +60.2% | -32.8% | +5.3% |
| 1Y | +8.4% | +76.8% | -68.4% | -15.4% |
| 3Y | -19.0% | +191.2% | -210.2% | -54.5% |
| 5Y | -38.6% | +430.9% | -469.5% | -78.4% |
| All | -38.6% | +425.5% | -464.1% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling