+8.8%
DXCM vs VICR
+272.1%
-263.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.1% |
| 7D | -3.2% | +0.4% | -3.6% | -3.2% |
| 30D | +6.3% | -13.9% | +20.3% | +6.4% |
| 3M | +21.1% | -38.4% | +59.5% | +21.3% |
| 6M | +20.6% | -7.2% | +27.8% | +12.6% |
| YTD | +32.4% | +72.0% | -39.6% | +13.5% |
| 1Y | +8.8% | +263.3% | -254.5% | -20.6% |
| All | +8.8% | +272.1% | -263.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling