-12.8%
NVO vs DXCM
+11.0%
-23.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | +2.2% | -3.2% | +5.4% | +2.4% |
| 30D | +6.0% | +6.3% | -0.4% | +5.5% |
| 3M | +7.9% | +21.1% | -13.2% | +5.9% |
| 6M | +27.1% | +20.6% | +6.5% | +24.8% |
| YTD | -3.8% | +32.4% | -36.3% | -7.0% |
| 1Y | -12.8% | +8.8% | -21.7% | -17.0% |
| All | -12.8% | +11.0% | -23.8% | -17.0% |
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