+257.0%
DXCM vs VRSK
+126.1%
+130.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | -5.5% | -5.2% | -0.4% | -2.9% |
| 30D | -8.6% | -2.3% | -6.2% | -7.6% |
| 3M | +10.3% | -2.9% | +13.3% | +11.1% |
| 6M | +25.2% | -12.8% | +38.0% | +32.4% |
| YTD | +25.1% | -20.8% | +45.9% | +38.6% |
| 1Y | +9.2% | -33.2% | +42.5% | +33.1% |
| 3Y | -22.6% | -26.6% | +4.0% | -15.5% |
| 5Y | -39.5% | -11.3% | -28.2% | -42.7% |
| All | +257.0% | +126.1% | +130.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling