-12.4%
DXCM vs FDX
+63.5%
-75.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | +6.3% | +3.8% | +2.5% | +5.1% |
| 3M | +21.1% | -1.3% | +22.4% | +21.3% |
| 6M | +20.6% | +5.0% | +15.6% | +18.1% |
| YTD | +32.4% | +39.6% | -7.2% | +19.2% |
| 1Y | +8.8% | +81.1% | -72.3% | -9.7% |
| All | -12.4% | +63.5% | -75.9% | -28.1% |
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