+10.4%
DXCM vs NVTS
+94.6%
-84.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.8% |
| 7D | -6.5% | +3.5% | -10.0% | -6.5% |
| 30D | -4.3% | -11.9% | +7.6% | -4.3% |
| 3M | +7.3% | -49.2% | +56.5% | +7.9% |
| 6M | +22.0% | +38.4% | -16.4% | +19.1% |
| YTD | +26.4% | +62.5% | -36.1% | +23.8% |
| All | +10.4% | +94.6% | -84.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling