-38.6%
DXCM vs FHN
+88.9%
-127.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.6% |
| 7D | -6.2% | +2.7% | -8.9% | -6.7% |
| 30D | -0.3% | -3.1% | +2.8% | +0.3% |
| 3M | +10.3% | +2.3% | +8.0% | +9.8% |
| 6M | +24.1% | +9.7% | +14.4% | +22.2% |
| YTD | +27.4% | +4.7% | +22.6% | +26.3% |
| 1Y | +8.4% | +13.8% | -5.4% | +5.8% |
| 3Y | -19.0% | +131.6% | -150.6% | -27.0% |
| 5Y | -38.6% | +91.1% | -129.7% | -43.4% |
| All | -38.6% | +88.9% | -127.5% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling