+4,190.9%
DXCM vs VRSK
+583.6%
+3,607.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -0.8% |
| 7D | -6.2% | -9.7% | +3.5% | -0.9% |
| 30D | -0.3% | -8.5% | +8.3% | +4.3% |
| 3M | +10.3% | -1.7% | +12.0% | +10.4% |
| 6M | +24.1% | -17.9% | +42.0% | +35.8% |
| YTD | +27.4% | -21.1% | +48.5% | +41.3% |
| 1Y | +8.4% | -35.1% | +43.5% | +33.8% |
| 3Y | -19.0% | -26.7% | +7.7% | -11.0% |
| 5Y | -38.6% | -12.0% | -26.6% | -40.1% |
| 10Y | +252.9% | +122.9% | +130.1% | +97.1% |
| All | +4,190.9% | +583.6% | +3,607.2% | +1,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling