+404.2%
DXCM vs FE
+107.4%
+296.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.5% | -5.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -5.8% | +5.2% | -11.0% | -7.0% |
| 3M | -4.3% | 0.0% | -4.3% | -4.4% |
| 6M | +31.6% | +5.0% | +26.5% | +29.6% |
| YTD | +19.6% | +7.9% | +11.8% | +16.9% |
| 1Y | +36.9% | +6.3% | +30.5% | +34.1% |
| 3Y | -16.3% | +46.0% | -62.3% | -25.6% |
| 5Y | -50.0% | +45.6% | -95.7% | -55.6% |
| All | +404.2% | +107.4% | +296.8% | +358.0% |
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