+373.3%
DXCM vs FE
+123.7%
+249.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -4.3% | +3.9% | -8.2% | -5.2% |
| 3M | -10.4% | -0.1% | -10.3% | -10.4% |
| 6M | +33.1% | +6.1% | +27.0% | +30.8% |
| YTD | +22.6% | +8.1% | +14.6% | +19.7% |
| 1Y | +36.5% | +4.4% | +32.1% | +34.5% |
| 3Y | -13.5% | +49.0% | -62.5% | -23.6% |
| 5Y | -49.6% | +46.1% | -95.8% | -55.4% |
| All | +373.3% | +123.7% | +249.6% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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