-38.6%
DXCM vs VGT
+133.4%
-172.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.7% |
| 7D | -6.2% | +1.8% | -8.1% | -7.4% |
| 30D | -0.3% | -0.3% | +0.1% | -0.2% |
| 3M | +10.3% | +3.4% | +7.0% | +6.4% |
| 6M | +24.1% | +35.0% | -10.9% | -2.8% |
| YTD | +27.4% | +28.8% | -1.4% | +3.1% |
| 1Y | +8.4% | +38.0% | -29.6% | -17.5% |
| 3Y | -19.0% | +125.8% | -144.8% | -61.6% |
| 5Y | -38.6% | +134.7% | -173.3% | -71.1% |
| All | -38.6% | +133.4% | -172.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 5y: compounded portfolio wealth divided by compounded VGT 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…
5y analysis · Full analysis span regression · 6 months rolling