-41.5%
DXCM vs NVTS
-31.6%
-9.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.6% |
| 7D | -3.6% | +21.6% | -25.3% | -4.8% |
| 30D | -4.3% | -8.5% | +4.2% | -4.1% |
| 3M | -10.4% | -31.4% | +21.0% | -9.0% |
| 6M | +33.1% | -50.3% | +83.5% | +35.9% |
| YTD | +22.6% | +33.9% | -11.3% | +14.7% |
| 1Y | +36.5% | +10.6% | +25.9% | +29.2% |
| 3Y | -13.5% | +52.7% | -66.2% | -25.8% |
| 5Y | -49.6% | -48.5% | -1.2% | -54.3% |
| All | -41.5% | -31.6% | -9.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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