+393.1%
DXCM vs FDS
+132.8%
+260.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.7% |
| 7D | -9.2% | -2.1% | -7.1% | -8.2% |
| 30D | -6.5% | +16.0% | -22.5% | -12.8% |
| 3M | -10.3% | +18.8% | -29.1% | -17.8% |
| 6M | +35.4% | +54.1% | -18.7% | +8.0% |
| YTD | +21.1% | +17.0% | +4.1% | +8.4% |
| 1Y | +38.2% | +25.5% | +12.7% | +18.4% |
| 3Y | -14.6% | -23.3% | +8.7% | -6.8% |
| 5Y | -49.6% | -22.6% | -26.9% | -45.9% |
| 10Y | +393.1% | +130.2% | +262.9% | +222.0% |
| All | +393.1% | +132.8% | +260.3% | +222.0% |
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