+404.2%
DXCM vs FDX
+153.7%
+250.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.2% | -5.1% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | -5.8% | +6.6% | -12.4% | -7.5% |
| 3M | -4.3% | -2.1% | -2.3% | -3.7% |
| 6M | +31.6% | +2.2% | +29.4% | +30.3% |
| YTD | +19.6% | +33.9% | -14.3% | +8.7% |
| 1Y | +36.9% | +50.2% | -13.4% | +19.9% |
| 3Y | -16.3% | +65.5% | -81.8% | -30.7% |
| 5Y | -50.0% | +74.1% | -124.1% | -60.4% |
| All | +404.2% | +153.7% | +250.5% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling