+2,662.2%
DXCM vs VSAT
+291.4%
+2,370.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +16.3% | -14.2% | -1.0% |
| 7D | -4.4% | +0.4% | -4.7% | -5.1% |
| 30D | -3.6% | +3.3% | -6.9% | -5.3% |
| 3M | -4.3% | -7.5% | +3.1% | -4.7% |
| 6M | +33.8% | +6.2% | +27.5% | +25.8% |
| YTD | +22.1% | +115.8% | -93.7% | -3.3% |
| 1Y | +47.4% | +107.7% | -60.3% | +16.9% |
| 3Y | -12.3% | +292.0% | -304.3% | -51.2% |
| 5Y | -49.1% | +35.3% | -84.4% | -65.1% |
| 10Y | +423.1% | -5.2% | +428.3% | +253.3% |
| All | +2,662.2% | +291.4% | +2,370.8% | +710.3% |
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