+412.4%
DXCM vs VSH
+101.2%
+311.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -7.3% |
| 7D | -3.5% | -12.9% | +9.4% | -0.9% |
| 30D | -5.8% | -36.9% | +31.1% | +3.9% |
| 3M | -4.3% | -28.8% | +24.4% | +1.2% |
| 6M | +31.6% | -30.3% | +61.9% | +31.6% |
| YTD | +19.6% | +62.4% | -42.7% | -10.3% |
| 1Y | +36.9% | +62.5% | -25.7% | +2.2% |
| 3Y | -16.3% | +7.4% | -23.7% | -32.7% |
| 5Y | -50.0% | +25.4% | -75.4% | -62.6% |
| All | +412.4% | +101.2% | +311.2% | +177.4% |
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