-20.1%
NVDL vs DXCM
+44.8%
-64.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.6% | -12.7% | -5.9% |
| 7D | -14.0% | +12.5% | -26.6% | -13.9% |
| 30D | -31.2% | +1.8% | -33.0% | -31.0% |
| 3M | -15.5% | +1.8% | -17.3% | -15.2% |
| 6M | -10.3% | +47.4% | -57.6% | -11.2% |
| YTD | -5.8% | +33.3% | -39.1% | -2.7% |
| 1Y | -20.1% | +44.6% | -64.7% | -16.4% |
| All | -20.1% | +44.8% | -64.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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