+4,273.1%
DXCM vs VIVK
-100.0%
+4,373.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.3% | +10.3% | -2.1% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +6.3% | -43.6% | +50.0% | +6.2% |
| 3M | +21.1% | -95.1% | +116.2% | +20.3% |
| 6M | +20.6% | -98.2% | +118.8% | +19.6% |
| YTD | +32.4% | -97.9% | +130.4% | +31.7% |
| 1Y | +8.8% | -100.0% | +108.8% | +7.2% |
| 3Y | -13.7% | -100.0% | +86.2% | -14.8% |
| 5Y | -35.2% | -100.0% | +64.8% | -36.0% |
| 10Y | +281.8% | -100.0% | +381.8% | +288.9% |
| All | +4,273.1% | -100.0% | +4,373.1% | +5,700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling