-36.3%
DXCM vs VSH
+64.7%
-100.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.5% | -3.0% |
| 7D | -3.2% | +4.1% | -7.3% | -4.1% |
| 30D | +6.3% | -4.2% | +10.5% | +6.8% |
| 3M | +21.1% | -50.0% | +71.1% | +39.0% |
| 6M | +20.6% | +80.2% | -59.6% | -7.6% |
| YTD | +32.4% | +121.1% | -88.7% | -6.0% |
| 1Y | +8.8% | +112.0% | -103.2% | -22.4% |
| 3Y | -13.7% | +22.5% | -36.3% | -27.4% |
| All | -36.3% | +64.7% | -100.9% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling