+2,605.6%
DXCM vs VSAT
+236.6%
+2,369.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -7.4% |
| 7D | -3.5% | -17.0% | +13.5% | -0.6% |
| 30D | -5.8% | -9.8% | +4.0% | -5.0% |
| 3M | -4.3% | -22.0% | +17.7% | -1.4% |
| 6M | +31.6% | -5.0% | +36.5% | +26.4% |
| YTD | +19.6% | +85.6% | -65.9% | -2.4% |
| 1Y | +36.9% | +80.2% | -43.3% | +11.6% |
| 3Y | -16.3% | +250.0% | -266.3% | -52.6% |
| 5Y | -50.0% | -4.6% | -45.5% | -62.4% |
| 10Y | +413.2% | -7.2% | +420.4% | +235.7% |
| All | +2,605.6% | +236.6% | +2,369.0% | +718.2% |
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