+404.2%
DXCM vs FFIV
+126.1%
+278.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | -8.1% | +4.6% | -0.6% |
| 30D | -5.8% | -33.4% | +27.6% | +7.5% |
| 3M | -4.3% | -24.7% | +20.4% | +3.6% |
| 6M | +31.6% | -8.8% | +40.4% | +31.1% |
| YTD | +19.6% | +21.8% | -2.1% | +4.5% |
| 1Y | +36.9% | +25.3% | +11.6% | +18.0% |
| 3Y | -16.3% | +101.2% | -117.4% | -43.8% |
| 5Y | -50.0% | +40.2% | -90.2% | -61.2% |
| All | +404.2% | +126.1% | +278.1% | +201.2% |
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