-50.1%
DXCM vs FE
+42.2%
-92.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.9% |
| YTD | +19.6% | +6.8% | +12.8% | +17.0% |
| 1Y | +36.9% | +5.3% | +31.6% | +34.3% |
| 3Y | -16.3% | +44.6% | -60.8% | -27.6% |
| All | -50.1% | +42.2% | -92.3% | -53.6% |
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