-10.5%
DXCM vs VG
-51.4%
+40.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | -3.5% | -22.0% | +18.5% | -2.7% |
| 30D | -5.8% | -11.6% | +5.8% | -5.6% |
| 3M | -4.3% | -14.9% | +10.5% | -4.1% |
| 6M | +31.6% | -3.5% | +35.1% | +30.4% |
| YTD | +19.6% | +70.0% | -50.3% | +10.9% |
| 1Y | +36.9% | +50.0% | -13.1% | +27.6% |
| All | -10.5% | -51.4% | +40.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling