-16.3%
DXCM vs FCEL
-74.5%
+58.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.5% | -17.5% | -6.0% |
| 7D | -3.5% | -11.2% | +7.7% | -3.5% |
| 30D | -5.8% | -45.8% | +40.0% | -5.7% |
| 3M | -4.3% | -51.0% | +46.6% | -4.2% |
| 6M | +31.6% | -22.2% | +53.8% | +28.5% |
| YTD | +19.6% | +36.3% | -16.6% | +14.0% |
| 1Y | +36.9% | +29.0% | +7.9% | +30.3% |
| 3Y | -16.3% | -70.9% | +54.6% | -18.0% |
| All | -16.3% | -74.5% | +58.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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