+2,605.6%
DXCM vs VSH
+230.7%
+2,375.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -7.8% |
| 7D | -3.5% | -12.9% | +9.4% | +0.1% |
| 30D | -5.8% | -36.9% | +31.1% | +7.3% |
| 3M | -4.3% | -28.8% | +24.4% | +3.1% |
| 6M | +31.6% | -30.3% | +61.9% | +33.1% |
| YTD | +19.6% | +62.4% | -42.7% | -13.3% |
| 1Y | +36.9% | +62.5% | -25.7% | -1.2% |
| 3Y | -16.3% | +7.4% | -23.7% | -34.5% |
| 5Y | -50.0% | +25.4% | -75.4% | -63.7% |
| 10Y | +413.2% | +102.6% | +310.5% | +177.3% |
| All | +2,605.6% | +230.7% | +2,375.0% | +735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling