+411.2%
DXCM vs FDS
+127.5%
+283.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.7% | -2.0% | -1.7% | -2.7% |
| 30D | -5.0% | +13.5% | -18.5% | -10.5% |
| 3M | -8.8% | +15.2% | -24.0% | -15.3% |
| 6M | +31.9% | +47.0% | -15.2% | +7.5% |
| YTD | +20.4% | +13.9% | +6.5% | +9.2% |
| 1Y | +45.7% | +25.2% | +20.6% | +24.8% |
| 3Y | -15.0% | -25.3% | +10.3% | -6.1% |
| 5Y | -48.5% | -23.3% | -25.2% | -44.5% |
| 10Y | +411.2% | +126.0% | +285.2% | +234.0% |
| All | +411.2% | +127.5% | +283.8% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling