-18.3%
DXCM vs FCUV
-99.5%
+81.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | -9.2% | -4.7% | -4.5% | -9.1% |
| 30D | -6.5% | -23.2% | +16.7% | -6.1% |
| 3M | -10.3% | -49.2% | +38.9% | -10.1% |
| 6M | +35.4% | -9.2% | +44.7% | +25.3% |
| YTD | +21.1% | -90.6% | +111.7% | +12.7% |
| 1Y | +38.2% | -97.9% | +136.1% | +29.3% |
| All | -18.3% | -99.5% | +81.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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