+2,894.9%
DXCM vs VSAT
+296.4%
+2,598.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -3.0% |
| 7D | -3.2% | +11.8% | -15.0% | -5.4% |
| 30D | +6.3% | -7.0% | +13.4% | +7.5% |
| 3M | +21.1% | +3.3% | +17.8% | +17.2% |
| 6M | +20.6% | +57.4% | -36.9% | +5.1% |
| YTD | +32.4% | +118.6% | -86.1% | +6.2% |
| 1Y | +8.8% | +150.2% | -141.4% | -16.6% |
| 3Y | -13.7% | +160.7% | -174.5% | -45.5% |
| 5Y | -35.2% | +51.2% | -86.4% | -57.0% |
| 10Y | +281.8% | -0.7% | +282.5% | +156.5% |
| All | +2,894.9% | +296.4% | +2,598.5% | +790.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling