-21.8%
DXCM vs VIVK
-100.0%
+78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.6% | -0.8% |
| 7D | -6.5% | -7.9% | +1.4% | -6.5% |
| 30D | -4.3% | -42.0% | +37.7% | -4.5% |
| 3M | +7.3% | -92.5% | +99.8% | +6.2% |
| 6M | +22.0% | -98.0% | +120.0% | +20.6% |
| YTD | +26.4% | -97.9% | +124.3% | +25.7% |
| 1Y | +7.0% | -100.0% | +107.0% | +4.0% |
| All | -21.8% | -100.0% | +78.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling