-17.2%
DXCM vs FDS
-23.5%
+6.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -3.6% | -2.6% | -1.1% | -3.0% |
| 30D | -4.3% | +14.1% | -18.4% | -7.2% |
| 3M | -10.4% | +19.8% | -30.1% | -14.3% |
| 6M | +33.1% | +55.0% | -21.8% | +19.6% |
| YTD | +22.6% | +15.9% | +6.7% | +17.7% |
| 1Y | +36.5% | +24.2% | +12.3% | +28.0% |
| All | -17.2% | -23.5% | +6.3% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling