-50.1%
DXCM vs FDS
-22.8%
-27.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.7% | -2.3% | -4.6% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | -5.8% | +20.2% | -26.0% | -12.4% |
| 3M | -4.3% | +19.9% | -24.2% | -11.4% |
| 6M | +31.6% | +56.2% | -24.6% | +8.2% |
| YTD | +19.6% | +14.6% | +5.1% | +11.8% |
| 1Y | +36.9% | +31.6% | +5.3% | +17.7% |
| 3Y | -16.3% | -23.8% | +7.6% | -5.5% |
| All | -50.1% | -22.8% | -27.4% | -45.7% |
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