-15.3%
DXCM vs VFC
+50.0%
-65.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.7% |
| 30D | -0.2% | +25.5% | -25.7% | -3.7% |
| 3M | -8.9% | +41.3% | -50.2% | -13.8% |
| 6M | +42.3% | +22.2% | +20.1% | +36.7% |
| YTD | +25.6% | +16.4% | +9.2% | +21.3% |
| 1Y | +39.5% | +38.4% | +1.1% | +30.9% |
| 3Y | -15.3% | +56.2% | -71.5% | -21.4% |
| All | -15.3% | +50.0% | -65.2% | -21.4% |
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