-21.8%
DXCM vs VIAV
+297.4%
-319.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -6.5% | +13.6% | -20.0% | -6.8% |
| 30D | -4.3% | +5.3% | -9.6% | -4.5% |
| 3M | +7.3% | -15.6% | +22.9% | +7.5% |
| 6M | +22.0% | +34.0% | -12.0% | +17.1% |
| YTD | +26.4% | +119.9% | -93.5% | +16.9% |
| 1Y | +7.0% | +235.2% | -228.2% | -4.6% |
| All | -21.8% | +297.4% | -319.2% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling