+2,637.6%
DXCM vs VIAV
+390.0%
+2,247.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.1% |
| 7D | -9.2% | +12.3% | -21.5% | -12.4% |
| 30D | -6.5% | -21.0% | +14.5% | -2.2% |
| 3M | -10.3% | -14.1% | +3.8% | -10.3% |
| 6M | +35.4% | -39.9% | +75.4% | +44.3% |
| YTD | +21.1% | +85.2% | -64.1% | -11.2% |
| 1Y | +38.2% | +84.3% | -46.0% | +1.2% |
| 3Y | -14.6% | +320.9% | -335.5% | -54.8% |
| 5Y | -49.6% | +117.5% | -167.1% | -67.4% |
| 10Y | +393.1% | +323.1% | +70.0% | +144.9% |
| All | +2,637.6% | +390.0% | +2,247.7% | +901.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling