+2,894.9%
DXCM vs VRSN
+1,159.3%
+1,735.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +6.3% | -0.2% | +6.5% | +6.2% |
| 3M | +21.1% | -0.3% | +21.4% | +20.7% |
| 6M | +20.6% | +23.0% | -2.4% | +6.9% |
| YTD | +32.4% | +21.3% | +11.1% | +17.5% |
| 1Y | +8.8% | +6.7% | +2.1% | +2.6% |
| 3Y | -13.7% | +45.0% | -58.7% | -33.5% |
| 5Y | -35.2% | +35.0% | -70.2% | -47.8% |
| 10Y | +281.8% | +276.3% | +5.5% | +81.1% |
| All | +2,894.9% | +1,159.3% | +1,735.6% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling