+9.2%
DXCM vs VIVK
-100.0%
+109.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.7% |
| 7D | -5.5% | -4.4% | -1.2% | -5.5% |
| 30D | -8.6% | -40.8% | +32.3% | -8.4% |
| 3M | +10.3% | -94.1% | +104.5% | +10.5% |
| 6M | +25.2% | -98.2% | +123.4% | +25.6% |
| YTD | +25.1% | -98.0% | +123.1% | +25.9% |
| 1Y | +9.2% | -100.0% | +109.2% | +14.5% |
| All | +9.2% | -100.0% | +109.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling