-16.3%
DXCM vs VFC
+39.5%
-55.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -3.5% | +11.2% | -14.7% | -5.1% |
| 30D | -5.8% | +41.5% | -47.3% | -10.7% |
| 3M | -4.3% | +38.9% | -43.3% | -9.2% |
| 6M | +31.6% | +6.1% | +25.4% | +29.5% |
| YTD | +19.6% | +14.5% | +5.1% | +16.0% |
| 1Y | +36.9% | +46.0% | -9.1% | +27.5% |
| 3Y | -16.3% | +36.4% | -52.6% | -21.3% |
| All | -16.3% | +39.5% | -55.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling