+373.3%
DXCM vs VMC
+126.5%
+246.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -3.6% | -1.7% | -1.9% | -3.1% |
| 30D | -4.3% | +15.3% | -19.6% | -8.8% |
| 3M | -10.4% | +0.3% | -10.7% | -10.6% |
| 6M | +33.1% | +0.9% | +32.2% | +31.9% |
| YTD | +22.6% | -1.0% | +23.7% | +21.5% |
| 1Y | +36.5% | -4.3% | +40.9% | +36.8% |
| 3Y | -13.5% | +35.3% | -48.8% | -25.2% |
| 5Y | -49.6% | +44.4% | -94.0% | -58.0% |
| All | +373.3% | +126.5% | +246.8% | +220.1% |
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