+260.6%
DXCM vs VMC
+153.7%
+106.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.3% |
| 7D | -6.5% | -5.3% | -1.2% | -4.7% |
| 30D | -4.3% | -12.3% | +8.0% | -0.1% |
| 3M | +7.3% | -10.3% | +17.5% | +11.0% |
| 6M | +22.0% | -8.6% | +30.6% | +25.0% |
| YTD | +26.4% | -11.9% | +38.3% | +30.4% |
| 1Y | +7.0% | -13.9% | +20.9% | +11.1% |
| 3Y | -19.6% | +18.2% | -37.8% | -27.2% |
| 5Y | -39.3% | +47.7% | -87.0% | -49.2% |
| All | +260.6% | +153.7% | +106.9% | +138.0% |
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