+2,605.6%
DXCM vs VO
+670.8%
+1,934.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.8% | -5.8% |
| 7D | -3.5% | -2.6% | -0.9% | -0.6% |
| 30D | -5.8% | -0.9% | -4.9% | -4.8% |
| 3M | -4.3% | -3.0% | -1.3% | -1.2% |
| 6M | +31.6% | +2.2% | +29.4% | +27.9% |
| YTD | +19.6% | +10.6% | +9.1% | +6.6% |
| 1Y | +36.9% | +12.5% | +24.4% | +19.5% |
| 3Y | -16.3% | +61.4% | -77.7% | -51.9% |
| 5Y | -50.0% | +33.4% | -83.4% | -63.6% |
| 10Y | +413.2% | +201.5% | +211.6% | +43.8% |
| All | +2,605.6% | +670.8% | +1,934.8% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling