+4,045.8%
DXCM vs VIVK
-100.0%
+4,145.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.5% | +9.9% | +2.4% |
| 7D | +4.9% | -57.7% | +62.6% | +4.7% |
| 30D | -0.2% | -87.3% | +87.1% | -0.7% |
| 3M | -8.9% | -98.9% | +90.0% | -9.9% |
| 6M | +42.3% | -100.0% | +142.2% | +39.8% |
| YTD | +25.6% | -100.0% | +125.5% | +23.6% |
| 1Y | +39.5% | -100.0% | +139.5% | +36.5% |
| 3Y | -15.3% | -100.0% | +84.7% | -17.1% |
| 5Y | -48.4% | -100.0% | +51.6% | -49.6% |
| 10Y | +411.4% | -100.0% | +511.4% | +415.2% |
| All | +4,045.8% | -100.0% | +4,145.8% | +5,345.0% |
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 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