+651.2%
NVDL vs DXCM
-19.0%
+670.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.9% |
| 7D | -8.7% | -5.8% | -2.9% | -7.1% |
| 30D | -1.3% | -5.6% | +4.3% | +0.3% |
| 3M | +11.4% | +13.0% | -1.7% | +6.3% |
| 6M | +22.9% | +24.7% | -1.8% | +13.3% |
| YTD | +15.4% | +27.3% | -11.9% | +5.4% |
| 1Y | +18.8% | +11.2% | +7.6% | +12.6% |
| All | +651.2% | -19.0% | +670.2% | +698.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling