+2,739.2%
DXCM vs VWO
+321.0%
+2,418.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +2.0% | +3.0% | +3.5% |
| 30D | -0.2% | -4.3% | +4.1% | +2.8% |
| 3M | -8.9% | -6.4% | -2.5% | -5.0% |
| 6M | +42.3% | -5.6% | +47.9% | +46.7% |
| YTD | +25.6% | +5.2% | +20.4% | +19.7% |
| 1Y | +39.5% | +5.2% | +34.4% | +33.1% |
| 3Y | -15.3% | +55.5% | -70.8% | -39.1% |
| 5Y | -48.4% | +25.6% | -74.0% | -56.8% |
| 10Y | +411.4% | +110.8% | +300.6% | +193.3% |
| All | +2,739.2% | +321.0% | +2,418.2% | +915.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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