+2,662.2%
DXCM vs VFC
+171.5%
+2,490.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.3% |
| 7D | -4.4% | +7.7% | -12.0% | -6.5% |
| 30D | -3.6% | +39.2% | -42.8% | -13.0% |
| 3M | -4.3% | +40.3% | -44.6% | -14.2% |
| 6M | +33.8% | +11.4% | +22.4% | +27.0% |
| YTD | +22.1% | +17.5% | +4.6% | +13.1% |
| 1Y | +47.4% | +45.9% | +1.5% | +26.8% |
| 3Y | -12.3% | +47.3% | -59.6% | -35.7% |
| 5Y | -49.1% | -67.2% | +18.1% | -34.0% |
| 10Y | +423.1% | -46.1% | +469.2% | +339.0% |
| All | +2,662.2% | +171.5% | +2,490.7% | +661.8% |
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