+2,894.9%
DXCM vs VMC
+499.9%
+2,395.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -3.2% | -4.3% | +1.1% | -1.5% |
| 30D | +6.3% | -8.2% | +14.6% | +10.1% |
| 3M | +21.1% | -7.0% | +28.1% | +24.2% |
| 6M | +20.6% | -10.8% | +31.3% | +25.5% |
| YTD | +32.4% | -7.4% | +39.8% | +34.7% |
| 1Y | +8.8% | -9.5% | +18.3% | +11.5% |
| 3Y | -13.7% | +20.5% | -34.2% | -24.0% |
| 5Y | -35.2% | +51.6% | -86.7% | -48.4% |
| 10Y | +281.8% | +150.0% | +131.8% | +119.2% |
| All | +2,894.9% | +499.9% | +2,395.0% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling