+2,605.6%
DXCM vs FDS
+1,251.5%
+1,354.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.7% | -2.3% | -4.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.1% |
| 30D | -5.8% | +20.2% | -26.0% | -14.5% |
| 3M | -4.3% | +19.9% | -24.2% | -13.8% |
| 6M | +31.6% | +56.2% | -24.6% | +1.6% |
| YTD | +19.6% | +14.6% | +5.1% | +5.8% |
| 1Y | +36.9% | +31.6% | +5.3% | +11.4% |
| 3Y | -16.3% | -23.8% | +7.6% | -10.6% |
| 5Y | -50.0% | -22.6% | -27.4% | -47.3% |
| 10Y | +413.2% | +139.3% | +273.8% | +180.1% |
| All | +2,605.6% | +1,251.5% | +1,354.1% | +568.4% |
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 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