-39.3%
DXCM vs VIAV
+136.9%
-176.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -6.5% | +13.6% | -20.0% | -8.0% |
| 30D | -4.3% | +5.3% | -9.6% | -5.3% |
| 3M | +7.3% | -15.6% | +22.9% | +8.0% |
| 6M | +22.0% | +34.0% | -12.0% | +10.3% |
| YTD | +26.4% | +119.9% | -93.5% | +1.8% |
| 1Y | +7.0% | +235.2% | -228.2% | -23.0% |
| 3Y | -19.6% | +299.8% | -319.4% | -46.6% |
| 5Y | -39.3% | +140.1% | -179.4% | -47.4% |
| All | -39.3% | +136.9% | -176.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling