+2,894.9%
DXCM vs FDS
+1,144.6%
+1,750.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.3% |
| 30D | +6.3% | +9.0% | -2.7% | +1.4% |
| 3M | +21.1% | +18.9% | +2.2% | +9.2% |
| 6M | +20.6% | +35.1% | -14.6% | -0.1% |
| YTD | +32.4% | +5.5% | +26.9% | +23.1% |
| 1Y | +8.8% | -16.8% | +25.7% | +13.8% |
| 3Y | -13.7% | -28.1% | +14.3% | -5.0% |
| 5Y | -35.2% | -17.4% | -17.8% | -33.8% |
| 10Y | +281.8% | +85.4% | +196.4% | +140.4% |
| All | +2,894.9% | +1,144.6% | +1,750.3% | +677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling