+2,894.9%
DXCM vs FDX
+458.7%
+2,436.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -3.2% | -2.5% | -0.7% | -2.1% |
| 30D | +6.3% | +3.8% | +2.5% | +4.3% |
| 3M | +21.1% | -1.3% | +22.4% | +21.2% |
| 6M | +20.6% | +5.0% | +15.6% | +16.6% |
| YTD | +32.4% | +39.6% | -7.2% | +11.2% |
| 1Y | +8.8% | +81.1% | -72.3% | -19.9% |
| 3Y | -13.7% | +63.0% | -76.8% | -36.3% |
| 5Y | -35.2% | +65.6% | -100.8% | -54.9% |
| 10Y | +281.8% | +183.4% | +98.4% | +67.2% |
| All | +2,894.9% | +458.7% | +2,436.2% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling