+10.4%
DXCM vs FDS
-23.5%
+33.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | -6.5% | -8.8% | +2.3% | -4.7% |
| 30D | -4.3% | -1.4% | -2.9% | -4.0% |
| 3M | +7.3% | +13.9% | -6.6% | +4.3% |
| 6M | +22.0% | +27.4% | -5.4% | +15.9% |
| YTD | +26.4% | -2.5% | +28.8% | +26.3% |
| All | +10.4% | -23.5% | +33.9% | +18.8% |
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