+37.5%
DXCM vs FDS
+23.8%
+13.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | -2.0% | -1.7% | -3.2% |
| 30D | -5.0% | +13.5% | -18.5% | -7.2% |
| 3M | -8.8% | +15.2% | -24.0% | -11.3% |
| 6M | +31.9% | +47.0% | -15.2% | +22.6% |
| YTD | +20.4% | +13.9% | +6.5% | +14.2% |
| All | +37.5% | +23.8% | +13.7% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling