+544.2%
DXCM vs FCUV
-94.7%
+638.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +136.0% | -133.6% | +2.6% |
| 7D | +4.9% | +148.8% | -143.8% | +5.2% |
| 30D | -0.2% | +95.0% | -95.2% | 0.0% |
| 3M | -8.9% | +27.8% | -36.7% | -8.7% |
| 6M | +42.3% | +121.0% | -78.7% | +43.5% |
| YTD | +25.6% | -78.1% | +103.7% | +24.8% |
| 1Y | +39.5% | -94.3% | +133.8% | +37.2% |
| 3Y | -15.3% | -98.9% | +83.6% | -16.1% |
| 5Y | -48.4% | -99.7% | +51.3% | -49.2% |
| 10Y | +411.4% | -98.2% | +509.6% | +601.1% |
| All | +544.2% | -94.7% | +638.9% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling