+373.3%
DXCM vs VRSN
+291.7%
+81.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -3.6% | +0.1% | -3.8% | -3.7% |
| 30D | -4.3% | +3.6% | -7.9% | -6.1% |
| 3M | -10.4% | +10.8% | -21.1% | -15.5% |
| 6M | +33.1% | +9.9% | +23.2% | +25.2% |
| YTD | +22.6% | +29.8% | -7.2% | +3.4% |
| 1Y | +36.5% | +26.3% | +10.2% | +16.9% |
| 3Y | -13.5% | +53.5% | -67.0% | -37.3% |
| 5Y | -49.6% | +34.8% | -84.4% | -60.9% |
| All | +373.3% | +291.7% | +81.6% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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