+2,605.6%
DXCM vs FDX
+435.9%
+2,169.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.2% | -4.7% |
| 7D | -3.5% | -1.6% | -1.9% | -2.6% |
| 30D | -5.8% | +6.6% | -12.4% | -8.5% |
| 3M | -4.3% | -2.1% | -2.3% | -3.5% |
| 6M | +31.6% | +2.2% | +29.4% | +29.4% |
| YTD | +19.6% | +33.9% | -14.3% | +2.5% |
| 1Y | +36.9% | +50.2% | -13.4% | +10.8% |
| 3Y | -16.3% | +65.5% | -81.8% | -38.5% |
| 5Y | -50.0% | +74.1% | -124.1% | -66.0% |
| 10Y | +413.2% | +156.7% | +256.5% | +139.0% |
| All | +2,605.6% | +435.9% | +2,169.7% | +532.1% |
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 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