+2,780.1%
DXCM vs VIAV
+475.4%
+2,304.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.2% | -15.0% | -6.9% |
| 7D | -6.2% | +11.3% | -17.5% | -9.3% |
| 30D | -0.3% | -1.0% | +0.7% | -1.2% |
| 3M | +10.3% | -20.5% | +30.8% | +13.2% |
| 6M | +24.1% | +39.0% | -14.9% | +4.8% |
| YTD | +27.4% | +117.5% | -90.1% | -7.9% |
| 1Y | +8.4% | +233.8% | -225.4% | -32.5% |
| 3Y | -19.0% | +295.4% | -314.4% | -54.6% |
| 5Y | -38.6% | +134.3% | -172.9% | -59.8% |
| 10Y | +252.9% | +398.7% | -145.8% | +72.4% |
| All | +2,780.1% | +475.4% | +2,304.7% | +939.1% |
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