-48.1%
DXCM vs VTR
+92.3%
-140.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -0.2% | +5.5% | -5.6% | -1.6% |
| 3M | -8.9% | -0.9% | -8.0% | -8.8% |
| 6M | +42.3% | -0.4% | +42.7% | +41.7% |
| YTD | +25.6% | +17.0% | +8.5% | +18.7% |
| 1Y | +39.5% | +18.0% | +21.6% | +31.4% |
| 3Y | -15.3% | +127.4% | -142.6% | -37.5% |
| All | -48.1% | +92.3% | -140.3% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling