+1,178.9%
DXCM vs VIG
+655.8%
+523.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | -0.4% |
| 7D | -9.2% | -0.3% | -8.8% | -8.8% |
| 30D | -6.5% | +4.9% | -11.4% | -11.8% |
| 3M | -10.3% | +2.9% | -13.2% | -13.4% |
| 6M | +35.4% | +11.2% | +24.2% | +18.5% |
| YTD | +21.1% | +16.0% | +5.1% | +0.7% |
| 1Y | +38.2% | +17.0% | +21.3% | +13.8% |
| 3Y | -14.6% | +66.9% | -81.4% | -55.5% |
| 5Y | -49.6% | +65.8% | -115.4% | -72.9% |
| 10Y | +393.1% | +263.6% | +129.5% | -8.1% |
| All | +1,178.9% | +655.8% | +523.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling