+404.2%
DXCM vs FE
+105.3%
+298.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.6% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -5.8% | +4.1% | -10.0% | -6.7% |
| 3M | -4.3% | -1.0% | -3.3% | -4.2% |
| 6M | +31.6% | +4.0% | +27.6% | +30.0% |
| YTD | +19.6% | +6.8% | +12.8% | +17.2% |
| 1Y | +36.9% | +5.3% | +31.6% | +34.5% |
| 3Y | -16.3% | +44.6% | -60.8% | -25.4% |
| 5Y | -50.0% | +44.2% | -94.2% | -55.5% |
| All | +404.2% | +105.3% | +298.9% | +359.2% |
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