-19.0%
DXCM vs VTR
+131.6%
-150.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.8% |
| 7D | -6.2% | -2.4% | -3.8% | -5.9% |
| 30D | -0.3% | -3.7% | +3.5% | +0.2% |
| 3M | +10.3% | +13.5% | -3.2% | +8.5% |
| 6M | +24.1% | +7.2% | +16.9% | +22.6% |
| YTD | +27.4% | +17.6% | +9.8% | +23.9% |
| 1Y | +8.4% | +35.4% | -27.0% | +2.5% |
| 3Y | -19.0% | +132.8% | -151.8% | -28.9% |
| All | -19.0% | +131.6% | -150.6% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling