+257.0%
DXCM vs VTRS
-48.4%
+305.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -5.5% | -2.2% | -3.3% | -5.1% |
| 30D | -8.6% | +3.3% | -11.9% | -9.2% |
| 3M | +10.3% | +2.0% | +8.4% | +9.8% |
| 6M | +25.2% | +19.9% | +5.3% | +20.5% |
| YTD | +25.1% | +35.7% | -10.6% | +17.3% |
| 1Y | +9.2% | +68.1% | -58.8% | -1.7% |
| 3Y | -22.6% | +87.1% | -109.7% | -33.3% |
| 5Y | -39.5% | +47.6% | -87.2% | -46.7% |
| All | +257.0% | -48.4% | +305.3% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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