+257.0%
DXCM vs FANG
+182.5%
+74.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | +2.9% | -8.4% | -5.9% |
| 30D | -8.6% | +2.6% | -11.2% | -8.9% |
| 3M | +10.3% | +7.6% | +2.8% | +9.2% |
| 6M | +25.2% | +17.3% | +7.9% | +22.3% |
| YTD | +25.1% | +38.7% | -13.6% | +19.5% |
| 1Y | +9.2% | +51.6% | -42.4% | +3.1% |
| 3Y | -22.6% | +50.0% | -72.6% | -27.8% |
| 5Y | -39.5% | +237.6% | -277.1% | -49.3% |
| All | +257.0% | +182.5% | +74.5% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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