+3,126.3%
DXCM vs VYM
+490.3%
+2,636.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -6.2% | +0.1% | -6.4% | -6.3% |
| 30D | -0.3% | -1.3% | +1.0% | +1.2% |
| 3M | +10.3% | +4.1% | +6.3% | +5.7% |
| 6M | +24.1% | +9.8% | +14.3% | +12.2% |
| YTD | +27.4% | +15.3% | +12.0% | +9.1% |
| 1Y | +8.4% | +20.0% | -11.6% | -11.2% |
| 3Y | -19.0% | +66.2% | -85.2% | -53.9% |
| 5Y | -38.6% | +77.5% | -116.1% | -67.1% |
| 10Y | +252.9% | +201.7% | +51.2% | -4.8% |
| All | +3,126.3% | +490.3% | +2,636.1% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling