+38.2%
DXCM vs VG
+51.8%
-13.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.8% |
| 7D | -9.2% | +5.5% | -14.7% | -9.0% |
| 30D | -6.5% | -3.6% | -2.9% | -6.6% |
| 3M | -10.3% | -4.0% | -6.3% | -10.4% |
| 6M | +35.4% | +9.4% | +26.0% | +35.6% |
| YTD | +21.1% | +86.6% | -65.6% | +17.5% |
| 1Y | +38.2% | +69.5% | -31.3% | +34.9% |
| All | +38.2% | +51.8% | -13.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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