+423.1%
DXCM vs FHN
+106.3%
+316.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | -3.6% | +1.9% | -5.6% | -3.9% |
| 3M | -4.3% | -6.9% | +2.6% | -3.2% |
| 6M | +33.8% | -3.1% | +36.8% | +34.4% |
| YTD | +22.1% | +0.6% | +21.6% | +21.9% |
| 1Y | +47.4% | +12.4% | +35.0% | +44.3% |
| 3Y | -12.3% | +133.7% | -146.0% | -23.9% |
| 5Y | -49.1% | +61.4% | -110.5% | -54.6% |
| 10Y | +423.1% | +97.9% | +325.3% | +287.5% |
| All | +423.1% | +106.3% | +316.9% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling