+2,894.9%
DXCM vs VTR
+696.5%
+2,198.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -3.2% | -1.7% | -1.5% | -2.6% |
| 30D | +6.3% | -2.4% | +8.8% | +7.2% |
| 3M | +21.1% | +14.8% | +6.3% | +14.1% |
| 6M | +20.6% | +5.3% | +15.2% | +17.1% |
| YTD | +32.4% | +18.1% | +14.3% | +22.7% |
| 1Y | +8.8% | +36.7% | -27.9% | -5.1% |
| 3Y | -13.7% | +130.1% | -143.8% | -40.2% |
| 5Y | -35.2% | +89.5% | -124.7% | -52.5% |
| 10Y | +281.8% | +87.4% | +194.4% | +138.0% |
| All | +2,894.9% | +696.5% | +2,198.4% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling