+257.0%
DXCM vs VIAV
+419.4%
-162.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.4% |
| 7D | -5.5% | +11.2% | -16.7% | -7.7% |
| 30D | -8.6% | -10.1% | +1.6% | -7.2% |
| 3M | +10.3% | -22.9% | +33.2% | +13.6% |
| 6M | +25.2% | +28.8% | -3.6% | +10.6% |
| YTD | +25.1% | +117.5% | -92.4% | -5.6% |
| 1Y | +9.2% | +216.1% | -206.8% | -27.1% |
| 3Y | -22.6% | +292.2% | -314.8% | -54.0% |
| 5Y | -39.5% | +141.0% | -180.5% | -57.5% |
| All | +257.0% | +419.4% | -162.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling