-13.4%
DXCM vs FGI
-70.4%
+56.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -2.1% |
| 7D | -3.2% | +0.5% | -3.8% | -3.2% |
| 30D | +6.3% | +65.4% | -59.1% | +4.3% |
| 3M | +21.1% | +23.5% | -2.4% | +19.3% |
| 6M | +20.6% | +60.5% | -40.0% | +16.8% |
| YTD | +32.4% | +30.0% | +2.4% | +28.8% |
| 1Y | +8.8% | +82.1% | -73.2% | +3.3% |
| 3Y | -13.7% | -4.4% | -9.4% | -17.3% |
| All | -13.4% | -70.4% | +56.9% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling