-10.9%
DXCM vs FE
+44.7%
-55.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +1.3% | +6.4% | -5.1% | +0.9% |
| 3M | +2.2% | -0.5% | +2.6% | +2.2% |
| 6M | +42.0% | +4.7% | +37.3% | +41.5% |
| YTD | +27.3% | +8.4% | +18.9% | +26.5% |
| 1Y | +42.5% | +7.2% | +35.2% | +41.8% |
| All | -10.9% | +44.7% | -55.7% | -14.4% |
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