+2,494.8%
NVDL vs DXCM
-29.9%
+2,524.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.9% |
| 7D | -8.7% | -5.8% | -2.9% | -7.2% |
| 30D | -1.3% | -5.6% | +4.3% | +0.2% |
| 3M | +11.4% | +13.0% | -1.7% | +6.5% |
| 6M | +22.9% | +24.7% | -1.8% | +13.7% |
| YTD | +15.4% | +27.3% | -11.9% | +5.9% |
| 1Y | +18.8% | +11.2% | +7.6% | +12.8% |
| 3Y | +641.4% | -19.0% | +660.4% | +626.9% |
| All | +2,494.8% | -29.9% | +2,524.6% | +2,635.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling