+47.8%
DXCM vs VSH
+83.5%
-35.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.4% | -11.4% | +2.2% |
| 7D | -4.4% | +3.5% | -7.8% | -4.3% |
| 30D | -3.6% | -22.4% | +18.8% | -3.8% |
| 3M | -4.3% | -25.2% | +20.8% | -4.4% |
| 6M | +33.8% | -22.5% | +56.3% | +31.1% |
| YTD | +22.1% | +84.2% | -62.0% | +4.3% |
| All | +47.8% | +83.5% | -35.7% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling