+2,780.1%
DXCM vs VTRS
+23.3%
+2,756.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -0.3% | +1.9% | -2.1% | -1.0% |
| 3M | +10.3% | +5.1% | +5.3% | +8.3% |
| 6M | +24.1% | +20.1% | +4.1% | +16.1% |
| YTD | +27.4% | +36.6% | -9.2% | +13.6% |
| 1Y | +8.4% | +64.1% | -55.7% | -9.3% |
| 3Y | -19.0% | +86.4% | -105.4% | -37.6% |
| 5Y | -38.6% | +40.9% | -79.5% | -49.8% |
| 10Y | +252.9% | -48.7% | +301.7% | +267.6% |
| All | +2,780.1% | +23.3% | +2,756.8% | +1,630.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling