+3,949.3%
DXCM vs VIVK
-100.0%
+4,049.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.3% |
| 7D | -3.6% | -38.6% | +35.0% | -3.7% |
| 30D | -4.3% | -87.7% | +83.4% | -4.8% |
| 3M | -10.4% | -98.9% | +88.5% | -11.3% |
| 6M | +33.1% | -100.0% | +133.1% | +30.7% |
| YTD | +22.6% | -100.0% | +122.6% | +20.8% |
| 1Y | +36.5% | -100.0% | +136.5% | +33.7% |
| 3Y | -13.5% | -100.0% | +86.5% | -15.3% |
| 5Y | -49.6% | -100.0% | +50.4% | -50.8% |
| 10Y | +399.5% | -100.0% | +499.5% | +403.3% |
| All | +3,949.3% | -100.0% | +4,049.3% | +5,219.5% |
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 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