-48.1%
DXCM vs FDS
-23.2%
-24.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +4.9% | +1.5% | +3.5% | +4.3% |
| 30D | -0.2% | +14.8% | -15.0% | -5.4% |
| 3M | -8.9% | +16.3% | -25.2% | -14.6% |
| 6M | +42.3% | +66.2% | -24.0% | +14.2% |
| YTD | +25.6% | +16.2% | +9.3% | +16.7% |
| 1Y | +39.5% | +21.8% | +17.7% | +25.7% |
| 3Y | -15.3% | -23.9% | +8.6% | -3.7% |
| All | -48.1% | -23.2% | -24.9% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling