+35.4%
DXCM vs VSH
-14.9%
+50.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.2% | +0.9% |
| 7D | -9.2% | +12.8% | -22.0% | -8.6% |
| 30D | -6.5% | -9.0% | +2.5% | -6.7% |
| 3M | -10.3% | -12.2% | +1.9% | -10.5% |
| 6M | +35.4% | -15.9% | +51.4% | +43.6% |
| All | +35.4% | -14.9% | +50.4% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling