-49.6%
DXCM vs VICR
+1.5%
-51.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -3.6% | +21.9% | -25.5% | -5.6% |
| 30D | -4.3% | -38.4% | +34.1% | -0.5% |
| 3M | -10.4% | -27.2% | +16.8% | -9.2% |
| 6M | +33.1% | -43.7% | +76.8% | +35.3% |
| YTD | +22.6% | +50.3% | -27.6% | +5.3% |
| 1Y | +36.5% | +74.6% | -38.0% | +14.5% |
| 3Y | -13.5% | +351.2% | -364.7% | -41.2% |
| 5Y | -49.6% | +2.5% | -52.1% | -56.7% |
| All | -49.6% | +1.5% | -51.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling