+4,696.7%
DXCM vs VEU
+192.1%
+4,504.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.5% |
| 7D | -3.2% | +1.1% | -4.4% | -4.2% |
| 30D | +6.3% | +2.2% | +4.2% | +4.2% |
| 3M | +21.1% | +3.0% | +18.1% | +17.0% |
| 6M | +20.6% | +10.9% | +9.7% | +8.6% |
| YTD | +32.4% | +18.2% | +14.2% | +12.4% |
| 1Y | +8.8% | +28.3% | -19.4% | -14.3% |
| 3Y | -13.7% | +74.6% | -88.4% | -49.2% |
| 5Y | -35.2% | +56.4% | -91.5% | -57.4% |
| 10Y | +281.8% | +153.0% | +128.8% | +60.5% |
| All | +4,696.7% | +192.1% | +4,504.6% | +1,488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling