+372.4%
DXCM vs NVT
+699.2%
-326.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.8% |
| 7D | -3.2% | +5.1% | -8.3% | -4.6% |
| 30D | +6.3% | -3.7% | +10.0% | +7.1% |
| 3M | +21.1% | -10.1% | +31.2% | +23.0% |
| 6M | +20.6% | +37.5% | -16.9% | +6.2% |
| YTD | +32.4% | +53.7% | -21.3% | +12.2% |
| 1Y | +8.8% | +70.9% | -62.0% | -12.4% |
| 3Y | -13.7% | +180.4% | -194.1% | -45.2% |
| 5Y | -35.2% | +393.5% | -428.6% | -67.1% |
| All | +372.4% | +699.2% | -326.9% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling