+1,172.1%
DXCM vs VIG
+650.0%
+522.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -3.7% | +1.0% | -4.7% | -4.7% |
| 30D | -5.0% | +4.5% | -9.5% | -10.0% |
| 3M | -8.8% | +2.1% | -10.9% | -11.1% |
| 6M | +31.9% | +10.5% | +21.4% | +16.4% |
| YTD | +20.4% | +15.1% | +5.3% | +1.1% |
| 1Y | +45.7% | +16.9% | +28.8% | +20.1% |
| 3Y | -15.0% | +65.6% | -80.6% | -55.3% |
| 5Y | -48.5% | +64.4% | -112.8% | -72.0% |
| 10Y | +411.2% | +260.6% | +150.6% | -3.7% |
| All | +1,172.1% | +650.0% | +522.1% | -21.3% |
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