+2,605.6%
DXCM vs VMC
+545.8%
+2,059.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.6% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +15.8% | -21.6% | -11.4% |
| 3M | -4.3% | +0.6% | -4.9% | -4.8% |
| 6M | +31.6% | -4.0% | +35.6% | +32.7% |
| YTD | +19.6% | -0.3% | +20.0% | +17.9% |
| 1Y | +36.9% | -0.5% | +37.4% | +34.8% |
| 3Y | -16.3% | +39.6% | -55.8% | -30.6% |
| 5Y | -50.0% | +50.1% | -100.1% | -60.0% |
| 10Y | +413.2% | +163.9% | +249.2% | +188.0% |
| All | +2,605.6% | +545.8% | +2,059.9% | +608.0% |
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 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