-39.3%
DXCM vs FCUV
-99.9%
+60.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.3% | -0.6% |
| 7D | -6.5% | -63.8% | +57.3% | -5.3% |
| 30D | -4.3% | -14.7% | +10.4% | -5.1% |
| 3M | +7.3% | +65.3% | -58.0% | -2.6% |
| 6M | +22.0% | -68.5% | +90.5% | +12.6% |
| YTD | +26.4% | -83.0% | +109.4% | +17.5% |
| 1Y | +7.0% | -94.4% | +101.4% | +0.6% |
| 3Y | -19.6% | -99.3% | +79.7% | -20.4% |
| 5Y | -39.3% | -99.9% | +60.6% | -37.1% |
| All | -39.3% | -99.9% | +60.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling