+252.9%
DXCM vs VIG
+240.3%
+12.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.0% |
| 7D | -6.2% | -0.4% | -5.8% | -5.8% |
| 30D | -0.3% | -2.1% | +1.8% | +2.0% |
| 3M | +10.3% | +3.3% | +7.0% | +6.6% |
| 6M | +24.1% | +9.3% | +14.8% | +13.0% |
| YTD | +27.4% | +10.1% | +17.2% | +15.0% |
| 1Y | +8.4% | +14.7% | -6.3% | -6.3% |
| 3Y | -19.0% | +56.9% | -75.9% | -50.1% |
| 5Y | -38.6% | +62.9% | -101.5% | -62.9% |
| 10Y | +252.9% | +241.3% | +11.6% | -3.2% |
| All | +252.9% | +240.3% | +12.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling