-36.8%
DXCM vs NVTS
-15.6%
-21.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -2.4% |
| 7D | -3.2% | +2.7% | -5.9% | -3.4% |
| 30D | +6.3% | -4.5% | +10.8% | +6.4% |
| 3M | +21.1% | -61.5% | +82.6% | +27.0% |
| 6M | +20.6% | +28.0% | -7.4% | +14.8% |
| YTD | +32.4% | +65.3% | -32.8% | +23.0% |
| 1Y | +8.8% | +113.0% | -104.2% | -2.7% |
| 3Y | -13.7% | +34.7% | -48.4% | -22.3% |
| All | -36.8% | -15.6% | -21.2% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling