+252.9%
DXCM vs VSH
+170.2%
+82.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -6.2% | +6.2% | -12.4% | -7.7% |
| 30D | -0.3% | -11.1% | +10.9% | +2.3% |
| 3M | +10.3% | -44.9% | +55.2% | +25.5% |
| 6M | +24.1% | +90.0% | -65.8% | -6.9% |
| YTD | +27.4% | +118.8% | -91.4% | -9.5% |
| 1Y | +8.4% | +109.0% | -100.6% | -22.6% |
| 3Y | -19.0% | +35.6% | -54.6% | -36.7% |
| 5Y | -38.6% | +66.7% | -105.3% | -56.4% |
| 10Y | +252.9% | +167.9% | +85.0% | +76.0% |
| All | +252.9% | +170.2% | +82.7% | +76.0% |
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