+373.3%
DXCM vs VIVK
-100.0%
+473.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.3% |
| 7D | -3.6% | -38.6% | +35.0% | -3.5% |
| 30D | -4.3% | -87.7% | +83.4% | -3.7% |
| 3M | -10.4% | -98.9% | +88.5% | -8.9% |
| 6M | +33.1% | -100.0% | +133.1% | +36.9% |
| YTD | +22.6% | -100.0% | +122.6% | +25.5% |
| 1Y | +36.5% | -100.0% | +136.5% | +41.7% |
| 3Y | -13.5% | -100.0% | +86.5% | -10.4% |
| 5Y | -49.6% | -100.0% | +50.4% | -47.6% |
| All | +373.3% | -100.0% | +473.3% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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