+2,605.6%
DXCM vs FHN
+8.7%
+2,596.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.6% | -5.9% |
| 7D | -3.5% | -1.0% | -2.5% | -3.1% |
| 30D | -5.8% | +0.2% | -6.0% | -5.8% |
| 3M | -4.3% | -9.0% | +4.6% | -1.7% |
| 6M | +31.6% | -6.8% | +38.4% | +34.2% |
| YTD | +19.6% | -1.5% | +21.2% | +19.9% |
| 1Y | +36.9% | +10.9% | +25.9% | +32.1% |
| 3Y | -16.3% | +119.4% | -135.6% | -35.8% |
| 5Y | -50.0% | +57.5% | -107.6% | -60.5% |
| 10Y | +413.2% | +114.1% | +299.0% | +216.8% |
| All | +2,605.6% | +8.7% | +2,596.9% | +1,468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling