+411.2%
DXCM vs FFIV
+126.0%
+285.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | -4.2% | +0.5% | -2.2% |
| 30D | -5.0% | -33.9% | +28.9% | +8.9% |
| 3M | -8.8% | -22.6% | +13.8% | -2.2% |
| 6M | +31.9% | -10.4% | +42.2% | +32.5% |
| YTD | +20.4% | +24.3% | -3.9% | +4.3% |
| 1Y | +45.7% | +31.8% | +13.9% | +23.1% |
| 3Y | -15.0% | +99.5% | -114.5% | -42.7% |
| 5Y | -48.5% | +40.7% | -89.2% | -60.1% |
| 10Y | +411.2% | +126.9% | +284.3% | +211.0% |
| All | +411.2% | +126.0% | +285.3% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling