+444.2%
V vs DXCM
+421.6%
+22.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -0.8% | -4.4% | +3.6% | -0.1% |
| 30D | +9.5% | -3.6% | +13.1% | +10.1% |
| 3M | +16.7% | -4.3% | +21.0% | +17.3% |
| 6M | +32.9% | +33.8% | -0.8% | +26.0% |
| YTD | +21.1% | +22.1% | -1.1% | +16.1% |
| 1Y | +26.6% | +47.4% | -20.8% | +17.6% |
| 3Y | +78.4% | -12.3% | +90.6% | +71.0% |
| 5Y | +105.5% | -49.1% | +154.6% | +109.7% |
| 10Y | +444.2% | +423.1% | +21.1% | +318.3% |
| All | +444.2% | +421.6% | +22.6% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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