-14.1%
DXCM vs NVTS
+42.3%
-56.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.5% | -15.5% | -6.2% |
| 7D | -3.5% | +1.5% | -5.0% | -3.6% |
| 30D | -5.8% | -23.8% | +18.0% | -5.3% |
| 3M | -4.3% | -30.6% | +26.2% | -3.7% |
| 6M | +31.6% | -48.4% | +79.9% | +32.2% |
| YTD | +19.6% | +20.6% | -0.9% | +16.2% |
| 1Y | +36.9% | -2.5% | +39.4% | +33.6% |
| All | -14.1% | +42.3% | -56.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling