+7.0%
DXCM vs FGI
+93.3%
-86.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.8% |
| 7D | -6.5% | +14.7% | -21.2% | -6.6% |
| 30D | -4.3% | +67.0% | -71.3% | -5.5% |
| 3M | +7.3% | +31.0% | -23.7% | +6.2% |
| 6M | +22.0% | +126.8% | -104.8% | +18.8% |
| YTD | +26.4% | +35.6% | -9.2% | +24.0% |
| 1Y | +7.0% | +108.9% | -101.9% | +3.4% |
| All | +7.0% | +93.3% | -86.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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