+2,894.9%
DXCM vs VGT
+2,598.7%
+296.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -3.2% | +1.0% | -4.2% | -4.1% |
| 30D | +6.3% | +1.3% | +5.0% | +4.8% |
| 3M | +21.1% | -1.1% | +22.2% | +19.5% |
| 6M | +20.6% | +32.6% | -12.1% | -10.7% |
| YTD | +32.4% | +29.0% | +3.4% | +0.2% |
| 1Y | +8.8% | +39.7% | -30.9% | -24.5% |
| 3Y | -13.7% | +120.9% | -134.7% | -64.1% |
| 5Y | -35.2% | +133.6% | -168.7% | -74.6% |
| 10Y | +281.8% | +792.6% | -510.8% | -66.5% |
| All | +2,894.9% | +2,598.7% | +296.2% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling