+0.4%
NVO vs DXCM
-39.9%
+40.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -4.7% | -6.5% | +1.8% | -4.0% |
| 30D | -5.4% | -4.3% | -1.1% | -5.0% |
| 3M | +7.0% | +7.3% | -0.3% | +5.7% |
| 6M | +17.6% | +22.0% | -4.4% | +14.0% |
| YTD | -8.0% | +26.4% | -34.4% | -11.3% |
| 1Y | -13.8% | +7.0% | -20.8% | -15.5% |
| 3Y | -50.3% | -19.6% | -30.6% | -51.1% |
| All | +0.4% | -39.9% | +40.3% | -1.9% |
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