+2,780.1%
DXCM vs VNQ
+348.9%
+2,431.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -0.3% | -2.5% | +2.3% | +1.4% |
| 3M | +10.3% | +1.4% | +9.0% | +9.3% |
| 6M | +24.1% | +4.6% | +19.6% | +20.3% |
| YTD | +27.4% | +10.5% | +16.8% | +18.9% |
| 1Y | +8.4% | +8.4% | 0.0% | +2.4% |
| 3Y | -19.0% | +32.4% | -51.4% | -34.2% |
| 5Y | -38.6% | +5.5% | -44.1% | -41.4% |
| 10Y | +252.9% | +59.1% | +193.9% | +147.0% |
| All | +2,780.1% | +348.9% | +2,431.2% | +1,076.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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