+38.2%
DXCM vs FFIV
+32.9%
+5.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | -9.2% | -2.9% | -6.2% | -9.0% |
| 30D | -6.5% | -32.4% | +25.9% | -3.9% |
| 3M | -10.3% | -22.7% | +12.4% | -9.3% |
| 6M | +35.4% | -10.7% | +46.1% | +33.3% |
| YTD | +21.1% | +25.4% | -4.3% | +9.7% |
| 1Y | +38.2% | +34.2% | +4.1% | +22.8% |
| All | +38.2% | +32.9% | +5.3% | +22.8% |
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