+252.9%
DXCM vs FDS
+77.6%
+175.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -1.8% |
| 7D | -6.2% | -5.4% | -0.8% | -3.8% |
| 30D | -0.3% | +1.6% | -1.8% | -1.2% |
| 3M | +10.3% | +17.7% | -7.4% | +1.1% |
| 6M | +24.1% | +29.1% | -4.9% | +6.9% |
| YTD | +27.4% | +1.0% | +26.4% | +22.8% |
| 1Y | +8.4% | -21.6% | +30.0% | +18.8% |
| 3Y | -19.0% | -30.1% | +11.1% | -8.3% |
| 5Y | -38.6% | -20.7% | -17.8% | -35.4% |
| 10Y | +252.9% | +78.3% | +174.7% | +151.6% |
| All | +252.9% | +77.6% | +175.4% | +151.6% |
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