+8.4%
DXCM vs VMC
-11.8%
+20.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -0.3% | -9.1% | +8.8% | +1.7% |
| 3M | +10.3% | -4.1% | +14.5% | +11.5% |
| 6M | +24.1% | -5.5% | +29.7% | +25.5% |
| YTD | +27.4% | -8.9% | +36.3% | +27.7% |
| 1Y | +8.4% | -12.9% | +21.3% | +9.5% |
| All | +8.4% | -11.8% | +20.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling