-21.8%
DXCM vs VYM
+64.8%
-86.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -6.5% | -1.0% | -5.5% | -5.6% |
| 30D | -4.3% | -2.0% | -2.3% | -2.5% |
| 3M | +7.3% | +3.1% | +4.2% | +4.5% |
| 6M | +22.0% | +8.9% | +13.1% | +13.1% |
| YTD | +26.4% | +14.7% | +11.7% | +11.9% |
| 1Y | +7.0% | +19.4% | -12.4% | -8.5% |
| All | -21.8% | +64.8% | -86.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling