-12.4%
DXCM vs FE
+49.5%
-61.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.2% | +1.9% | -5.2% | -3.2% |
| 30D | +6.3% | -1.2% | +7.5% | +6.3% |
| 3M | +21.1% | +3.5% | +17.6% | +21.1% |
| 6M | +20.6% | -6.1% | +26.6% | +20.6% |
| YTD | +32.4% | +7.6% | +24.8% | +32.5% |
| 1Y | +8.8% | +11.9% | -3.1% | +9.0% |
| All | -12.4% | +49.5% | -61.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling