+423.1%
DXCM vs FFIV
+132.4%
+290.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.3% |
| 7D | -4.4% | -2.1% | -2.3% | -3.6% |
| 30D | -3.6% | -33.8% | +30.2% | +10.4% |
| 3M | -4.3% | -20.6% | +16.3% | +1.6% |
| 6M | +33.8% | -10.2% | +44.0% | +34.3% |
| YTD | +22.1% | +24.5% | -2.3% | +5.8% |
| 1Y | +47.4% | +29.3% | +18.1% | +25.5% |
| 3Y | -12.3% | +103.8% | -116.1% | -41.4% |
| 5Y | -49.1% | +40.9% | -90.0% | -60.6% |
| 10Y | +423.1% | +126.6% | +296.5% | +220.4% |
| All | +423.1% | +132.4% | +290.7% | +220.4% |
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