-50.1%
DXCM vs VSAT
-0.1%
-50.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -6.4% |
| 7D | -3.5% | -17.0% | +13.5% | -2.6% |
| 30D | -5.8% | -9.8% | +4.0% | -5.5% |
| 3M | -4.3% | -22.0% | +17.7% | -3.4% |
| 6M | +31.6% | -5.0% | +36.5% | +29.9% |
| YTD | +19.6% | +85.6% | -65.9% | +11.7% |
| 1Y | +36.9% | +80.2% | -43.3% | +27.8% |
| 3Y | -16.3% | +250.0% | -266.3% | -30.8% |
| All | -50.1% | -0.1% | -50.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 5y: compounded portfolio wealth divided by compounded VSAT 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…
5y analysis · Full analysis span regression · 6 months rolling