-49.6%
DXCM vs FCUV
-99.9%
+50.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -10.3% | -49.2% | +38.9% | -10.1% |
| 6M | +35.4% | -9.2% | +44.7% | +24.3% |
| YTD | +21.1% | -90.6% | +111.7% | +13.7% |
| 1Y | +38.2% | -97.9% | +136.1% | +32.6% |
| 3Y | -14.6% | -99.5% | +85.0% | -14.7% |
| 5Y | -49.6% | -99.9% | +50.3% | -46.8% |
| All | -49.6% | -99.9% | +50.3% | -46.8% |
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