-15.3%
DXCM vs FDX
+74.4%
-89.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +4.9% | +5.2% | -0.3% | +3.3% |
| 30D | -0.2% | +11.3% | -11.4% | -3.2% |
| 3M | -8.9% | -4.1% | -4.8% | -7.8% |
| 6M | +42.3% | +9.6% | +32.6% | +37.9% |
| YTD | +25.6% | +40.9% | -15.3% | +12.6% |
| 1Y | +39.5% | +53.0% | -13.5% | +22.1% |
| 3Y | -15.3% | +74.1% | -89.4% | -26.7% |
| All | -15.3% | +74.4% | -89.7% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling