+262.9%
NVDL vs DXCM
-13.9%
+276.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.7% |
| 7D | -24.8% | +4.9% | -29.7% | -25.9% |
| 30D | -48.0% | -0.2% | -47.9% | -48.3% |
| 3M | -51.5% | -8.9% | -42.6% | -50.5% |
| 6M | -54.9% | +42.3% | -97.2% | -60.6% |
| YTD | -39.2% | +25.6% | -64.8% | -44.8% |
| 1Y | -41.1% | +39.5% | -80.7% | -48.6% |
| 3Y | +262.9% | -15.3% | +278.2% | +227.4% |
| All | +262.9% | -13.9% | +276.8% | +227.4% |
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 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