+263.3%
DXCM vs VTR
+100.2%
+163.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -5.8% | -1.8% | -4.0% | -5.4% |
| 30D | -5.6% | +4.0% | -9.6% | -6.4% |
| 3M | +13.0% | +7.8% | +5.2% | +11.0% |
| 6M | +24.7% | +6.4% | +18.3% | +22.5% |
| YTD | +27.3% | +18.3% | +9.0% | +22.1% |
| 1Y | +11.2% | +33.9% | -22.7% | +3.6% |
| 3Y | -19.0% | +134.3% | -153.3% | -34.1% |
| 5Y | -38.5% | +90.3% | -128.7% | -48.2% |
| All | +263.3% | +100.2% | +163.1% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling