-36.3%
DXCM vs FE
+45.0%
-81.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.2% | +1.9% | -5.2% | -3.7% |
| 30D | +6.3% | -1.2% | +7.5% | +6.6% |
| 3M | +21.1% | +3.5% | +17.6% | +19.7% |
| 6M | +20.6% | -6.1% | +26.6% | +22.4% |
| YTD | +32.4% | +7.6% | +24.8% | +29.1% |
| 1Y | +8.8% | +11.9% | -3.1% | +4.8% |
| 3Y | -13.7% | +48.4% | -62.2% | -26.8% |
| All | -36.3% | +45.0% | -81.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling