+2,894.9%
DXCM vs VFC
+73.7%
+2,821.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | +6.3% | -11.6% | +18.0% | +10.4% |
| 3M | +21.1% | -18.1% | +39.2% | +27.2% |
| 6M | +20.6% | -27.4% | +47.9% | +30.7% |
| YTD | +32.4% | -24.8% | +57.3% | +41.3% |
| 1Y | +8.8% | -8.2% | +17.0% | +7.3% |
| 3Y | -13.7% | -29.1% | +15.4% | -20.8% |
| 5Y | -35.2% | -79.2% | +44.0% | -3.5% |
| 10Y | +281.8% | -68.1% | +349.9% | +285.4% |
| All | +2,894.9% | +73.7% | +2,821.2% | +851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling