-18.3%
DXCM vs FFIV
+102.3%
-120.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -9.2% | -2.9% | -6.2% | -8.7% |
| 30D | -6.5% | -32.4% | +25.9% | -0.4% |
| 3M | -10.3% | -22.7% | +12.4% | -7.3% |
| 6M | +35.4% | -10.7% | +46.1% | +34.6% |
| YTD | +21.1% | +25.4% | -4.3% | +9.4% |
| 1Y | +38.2% | +34.2% | +4.1% | +22.6% |
| All | -18.3% | +102.3% | -120.6% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling