+44.6%
DXCM vs VFC
+52.5%
-7.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.4% | +2.2% | +5.9% |
| 7D | +12.5% | +21.5% | -8.9% | +9.3% |
| 30D | +1.8% | +46.7% | -44.9% | -3.6% |
| 3M | +1.8% | +38.4% | -36.6% | -2.9% |
| 6M | +47.4% | +15.2% | +32.1% | +44.5% |
| YTD | +33.3% | +17.8% | +15.5% | +30.1% |
| 1Y | +44.6% | +55.6% | -10.9% | +38.3% |
| All | +44.6% | +52.5% | -7.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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