-17.2%
DXCM vs VICR
+352.1%
-369.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -3.6% | +21.9% | -25.5% | -4.5% |
| 30D | -4.3% | -38.4% | +34.1% | -2.5% |
| 3M | -10.4% | -27.2% | +16.8% | -9.8% |
| 6M | +33.1% | -43.7% | +76.8% | +33.9% |
| YTD | +22.6% | +50.3% | -27.6% | +8.0% |
| 1Y | +36.5% | +74.6% | -38.0% | +18.0% |
| All | -17.2% | +352.1% | -369.3% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling