-39.3%
DXCM vs VICR
+46.6%
-85.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.2% |
| 7D | -6.5% | +1.3% | -7.7% | -6.7% |
| 30D | -4.3% | -11.9% | +7.6% | -3.3% |
| 3M | +7.3% | -35.1% | +42.4% | +10.3% |
| 6M | +22.0% | +8.1% | +13.9% | +13.6% |
| YTD | +26.4% | +67.8% | -41.4% | +9.3% |
| 1Y | +7.0% | +267.3% | -260.3% | -18.8% |
| 3Y | -19.6% | +191.2% | -210.8% | -39.9% |
| 5Y | -39.3% | +48.1% | -87.4% | -48.8% |
| All | -39.3% | +46.6% | -85.9% | -48.8% |
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