-15.3%
DXCM vs VO
+66.5%
-81.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +3.1% | +1.8% | +2.0% |
| 30D | -0.2% | +2.2% | -2.4% | -2.1% |
| 3M | -8.9% | -2.5% | -6.4% | -6.9% |
| 6M | +42.3% | +7.0% | +35.3% | +33.2% |
| YTD | +25.6% | +14.0% | +11.6% | +10.9% |
| 1Y | +39.5% | +15.6% | +23.9% | +21.6% |
| 3Y | -15.3% | +66.2% | -81.4% | -45.5% |
| All | -15.3% | +66.5% | -81.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling