+7.0%
DXCM vs VIK
+33.4%
-26.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | -4.3% | -18.0% | +13.7% | -1.5% |
| 3M | +7.3% | -5.8% | +13.1% | +7.3% |
| 6M | +22.0% | +17.2% | +4.9% | +15.5% |
| YTD | +26.4% | +19.1% | +7.3% | +19.4% |
| 1Y | +7.0% | +33.6% | -26.6% | +1.0% |
| All | +7.0% | +33.4% | -26.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling