+257.0%
DXCM vs VICR
+1,679.8%
-1,422.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.2% | -12.9% | -3.4% |
| 7D | -5.5% | +5.0% | -10.5% | -6.4% |
| 30D | -8.6% | -12.5% | +3.9% | -7.3% |
| 3M | +10.3% | -33.6% | +43.9% | +14.3% |
| 6M | +25.2% | +10.7% | +14.5% | +14.8% |
| YTD | +25.1% | +80.6% | -55.5% | +3.7% |
| 1Y | +9.2% | +288.4% | -279.1% | -22.6% |
| 3Y | -22.6% | +213.8% | -236.4% | -46.9% |
| 5Y | -39.5% | +58.8% | -98.4% | -56.2% |
| All | +257.0% | +1,679.8% | -1,422.8% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling