-9.5%
DXCM vs VLTO
+54.8%
-64.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.4% | -6.1% |
| 7D | -3.5% | +5.4% | -8.9% | -4.7% |
| 30D | -5.8% | +22.3% | -28.1% | -10.2% |
| 3M | -4.3% | +19.6% | -24.0% | -8.4% |
| 6M | +31.6% | +35.2% | -3.6% | +22.4% |
| YTD | +19.6% | +17.9% | +1.8% | +14.1% |
| 1Y | +36.9% | +19.5% | +17.3% | +30.0% |
| 3Y | -16.3% | +73.9% | -90.2% | -23.7% |
| All | -9.5% | +54.8% | -64.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling