+11.2%
DXCM vs VICR
+253.2%
-242.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +0.8% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -5.6% | -15.6% | +10.0% | -5.5% |
| 3M | +13.0% | -35.4% | +48.4% | +12.5% |
| 6M | +24.7% | +1.3% | +23.4% | +14.7% |
| YTD | +27.3% | +62.5% | -35.1% | +9.6% |
| 1Y | +11.2% | +255.5% | -244.3% | -19.3% |
| All | +11.2% | +253.2% | -242.0% | -19.3% |
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