+263.3%
DXCM vs VMC
+154.4%
+108.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -5.8% | -3.7% | -2.1% | -4.6% |
| 30D | -5.6% | -12.8% | +7.2% | -1.2% |
| 3M | +13.0% | -7.9% | +20.9% | +15.9% |
| 6M | +24.7% | -7.5% | +32.2% | +27.2% |
| YTD | +27.3% | -11.6% | +39.0% | +31.2% |
| 1Y | +11.2% | -14.3% | +25.4% | +15.7% |
| 3Y | -19.0% | +18.5% | -37.5% | -26.7% |
| 5Y | -38.5% | +46.8% | -85.2% | -48.4% |
| All | +263.3% | +154.4% | +108.9% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling