+423.1%
DXCM vs VSH
+128.2%
+294.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.4% | -11.4% | -1.1% |
| 7D | -4.4% | +3.5% | -7.8% | -5.8% |
| 30D | -3.6% | -22.4% | +18.8% | +1.0% |
| 3M | -4.3% | -25.2% | +20.8% | +0.1% |
| 6M | +33.8% | -22.5% | +56.3% | +30.6% |
| YTD | +22.1% | +84.2% | -62.0% | -11.3% |
| 1Y | +47.4% | +87.1% | -39.7% | +6.2% |
| 3Y | -12.3% | +31.7% | -43.9% | -33.5% |
| 5Y | -49.1% | +42.6% | -91.7% | -63.1% |
| 10Y | +423.1% | +116.6% | +306.5% | +174.5% |
| All | +423.1% | +128.2% | +294.9% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling