+2,894.9%
DXCM vs FE
+181.7%
+2,713.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | +1.9% | -5.2% | -3.9% |
| 30D | +6.3% | -1.2% | +7.5% | +6.7% |
| 3M | +21.1% | +3.5% | +17.6% | +19.2% |
| 6M | +20.6% | -6.1% | +26.6% | +23.0% |
| YTD | +32.4% | +7.6% | +24.8% | +28.1% |
| 1Y | +8.8% | +11.9% | -3.1% | +3.6% |
| 3Y | -13.7% | +48.4% | -62.2% | -28.1% |
| 5Y | -35.2% | +44.8% | -80.0% | -45.7% |
| 10Y | +281.8% | +115.9% | +165.9% | +149.7% |
| All | +2,894.9% | +181.7% | +2,713.2% | +1,527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling