+2,673.1%
DXCM vs VGT
+2,419.6%
+253.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.8% |
| 7D | -3.6% | +5.6% | -9.3% | -8.5% |
| 30D | -4.3% | -10.6% | +6.3% | +4.8% |
| 3M | -10.4% | -6.9% | -3.5% | -5.9% |
| 6M | +33.1% | +0.9% | +32.2% | +26.3% |
| YTD | +22.6% | +20.4% | +2.2% | -2.6% |
| 1Y | +36.5% | +17.4% | +19.2% | +10.9% |
| 3Y | -13.5% | +106.3% | -119.7% | -62.1% |
| 5Y | -49.6% | +107.9% | -157.5% | -78.3% |
| 10Y | +399.5% | +730.9% | -331.4% | -54.0% |
| All | +2,673.1% | +2,419.6% | +253.5% | -31.6% |
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