-39.2%
DXCM vs NVTS
-14.2%
-25.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.9% |
| 7D | -6.2% | +9.7% | -15.9% | -6.7% |
| 30D | -0.3% | -13.6% | +13.3% | +0.4% |
| 3M | +10.3% | -51.0% | +61.3% | +14.2% |
| 6M | +24.1% | +46.3% | -22.2% | +17.1% |
| YTD | +27.4% | +68.1% | -40.7% | +18.1% |
| 1Y | +8.4% | +113.9% | -105.5% | -3.1% |
| 3Y | -19.0% | +45.3% | -64.3% | -27.9% |
| All | -39.2% | -14.2% | -25.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling