+8.4%
DXCM vs FFIV
+23.1%
-14.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -6.2% | -1.5% | -4.7% | -6.0% |
| 30D | -0.3% | -2.7% | +2.4% | +0.1% |
| 3M | +10.3% | -1.7% | +12.0% | +9.9% |
| 6M | +24.1% | +36.1% | -12.0% | +17.1% |
| YTD | +27.4% | +52.6% | -25.3% | +17.0% |
| 1Y | +8.4% | +21.5% | -13.1% | +1.0% |
| All | +8.4% | +23.1% | -14.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling