-36.3%
DXCM vs FFIV
+91.3%
-127.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -1.0% | -2.3% | -2.9% |
| 30D | +6.3% | -5.1% | +11.4% | +8.2% |
| 3M | +21.1% | -4.5% | +25.5% | +22.3% |
| 6M | +20.6% | +36.5% | -15.9% | +4.5% |
| YTD | +32.4% | +53.0% | -20.5% | +8.6% |
| 1Y | +8.8% | +24.2% | -15.4% | -3.1% |
| 3Y | -13.7% | +137.2% | -150.9% | -46.1% |
| All | -36.3% | +91.3% | -127.6% | -54.5% |
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