-38.6%
DXCM vs VSAT
+53.4%
-92.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.2% | -7.1% | -4.0% |
| 7D | -6.2% | +17.3% | -23.5% | -7.2% |
| 30D | -0.3% | -3.3% | +3.0% | -0.1% |
| 3M | +10.3% | +18.7% | -8.4% | +8.2% |
| 6M | +24.1% | +77.6% | -53.4% | +17.4% |
| YTD | +27.4% | +125.6% | -98.3% | +17.8% |
| 1Y | +8.4% | +158.3% | -149.9% | -1.2% |
| 3Y | -19.0% | +226.1% | -245.1% | -31.2% |
| 5Y | -38.6% | +54.7% | -93.2% | -48.9% |
| All | -38.6% | +53.4% | -92.0% | -48.9% |
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