-50.1%
DXCM vs FFIV
+39.5%
-89.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | -8.1% | +4.6% | -0.9% |
| 30D | -5.8% | -33.4% | +27.6% | +6.5% |
| 3M | -4.3% | -24.7% | +20.4% | +2.7% |
| 6M | +31.6% | -8.8% | +40.4% | +29.9% |
| YTD | +19.6% | +21.8% | -2.1% | +3.0% |
| 1Y | +36.9% | +25.3% | +11.6% | +16.2% |
| 3Y | -16.3% | +101.2% | -117.4% | -47.7% |
| All | -50.1% | +39.5% | -89.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling