+44.6%
DXCM vs VTR
+22.5%
+22.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.2% | +6.7% |
| 7D | +12.5% | +10.0% | +2.5% | +13.0% |
| 30D | +1.8% | +9.6% | -7.8% | +2.3% |
| 3M | +1.8% | -1.2% | +3.0% | +1.4% |
| 6M | +47.4% | +2.8% | +44.6% | +48.0% |
| YTD | +33.3% | +17.4% | +15.9% | +39.3% |
| 1Y | +44.6% | +22.0% | +22.6% | +59.0% |
| All | +44.6% | +22.5% | +22.2% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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