+423.1%
DXCM vs VMC
+146.3%
+276.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | -4.4% | +0.3% | -4.6% | -4.3% |
| 30D | -3.6% | +18.6% | -22.2% | -9.0% |
| 3M | -4.3% | +2.0% | -6.4% | -5.2% |
| 6M | +33.8% | +2.6% | +31.2% | +31.8% |
| YTD | +22.1% | +2.3% | +19.9% | +19.7% |
| 1Y | +47.4% | +1.7% | +45.7% | +44.6% |
| 3Y | -12.3% | +41.7% | -54.0% | -25.3% |
| 5Y | -49.1% | +46.6% | -95.7% | -57.8% |
| 10Y | +423.1% | +140.3% | +282.9% | +249.5% |
| All | +423.1% | +146.3% | +276.8% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling