+2,662.2%
DXCM vs FCEL
-100.0%
+2,762.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.6% | -6.5% | +1.5% |
| 7D | -4.4% | +3.0% | -7.4% | -4.8% |
| 30D | -3.6% | -40.0% | +36.4% | -0.5% |
| 3M | -4.3% | -47.0% | +42.7% | -1.3% |
| 6M | +33.8% | -21.0% | +54.8% | +28.8% |
| YTD | +22.1% | +48.0% | -25.9% | +9.9% |
| 1Y | +47.4% | +43.9% | +3.5% | +32.2% |
| 3Y | -12.3% | -67.5% | +55.2% | -18.3% |
| 5Y | -49.1% | -96.7% | +47.6% | -44.8% |
| 10Y | +423.1% | -99.0% | +522.1% | +426.9% |
| All | +2,662.2% | -100.0% | +2,762.2% | +3,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling