-50.1%
DXCM vs NVTS
-44.6%
-5.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.5% | -15.5% | -6.5% |
| 7D | -3.5% | +1.5% | -5.0% | -3.7% |
| 30D | -5.8% | -23.8% | +18.0% | -4.7% |
| 3M | -4.3% | -30.6% | +26.2% | -2.9% |
| 6M | +31.6% | -48.4% | +79.9% | +33.3% |
| YTD | +19.6% | +20.6% | -0.9% | +12.6% |
| 1Y | +36.9% | -2.5% | +39.4% | +30.2% |
| 3Y | -16.3% | +44.0% | -60.2% | -28.4% |
| All | -50.1% | -44.6% | -5.5% | -55.4% |
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