+2,739.2%
DXCM vs VICR
+1,668.1%
+1,071.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.2% |
| 7D | +4.9% | +8.3% | -3.3% | +2.8% |
| 30D | -0.2% | -35.2% | +35.0% | +7.8% |
| 3M | -8.9% | -29.8% | +20.9% | -5.8% |
| 6M | +42.3% | -48.6% | +90.8% | +50.6% |
| YTD | +25.6% | +45.1% | -19.6% | -3.9% |
| 1Y | +39.5% | +79.6% | -40.0% | +0.6% |
| 3Y | -15.3% | +335.4% | -350.7% | -58.1% |
| 5Y | -48.4% | -1.0% | -47.4% | -66.1% |
| 10Y | +411.4% | +993.1% | -581.7% | +27.0% |
| All | +2,739.2% | +1,668.1% | +1,071.1% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling