+2,367.1%
DXCM vs FANG
+1,395.6%
+971.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -4.3% | +2.4% | -6.7% | -4.6% |
| 3M | +7.3% | +4.9% | +2.4% | +6.4% |
| 6M | +22.0% | +12.0% | +10.0% | +19.6% |
| YTD | +26.4% | +37.1% | -10.7% | +20.2% |
| 1Y | +7.0% | +52.3% | -45.3% | +0.1% |
| 3Y | -19.6% | +45.0% | -64.6% | -25.3% |
| 5Y | -39.3% | +231.0% | -270.3% | -50.4% |
| 10Y | +260.9% | +177.5% | +83.5% | +163.2% |
| All | +2,367.1% | +1,395.6% | +971.5% | +1,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling