+136.0%
NVO vs DXCM
+260.4%
-124.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.9% |
| 7D | -7.6% | -5.5% | -2.0% | -7.0% |
| 30D | -6.0% | -8.6% | +2.6% | -5.0% |
| 3M | -0.8% | +10.3% | -11.1% | -2.2% |
| 6M | +16.5% | +25.2% | -8.8% | +12.8% |
| YTD | -11.1% | +25.1% | -36.2% | -13.9% |
| 1Y | -16.7% | +9.2% | -26.0% | -18.3% |
| 3Y | -52.9% | -22.6% | -30.3% | -53.4% |
| 5Y | -3.0% | -39.5% | +36.6% | -3.9% |
| All | +136.0% | +260.4% | -124.4% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling