+2,894.9%
DXCM vs FHN
+16.9%
+2,878.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | +6.3% | -4.7% | +11.0% | +7.8% |
| 3M | +21.1% | +3.5% | +17.5% | +19.7% |
| 6M | +20.6% | +7.8% | +12.8% | +17.8% |
| YTD | +32.4% | +5.9% | +26.6% | +29.9% |
| 1Y | +8.8% | +12.5% | -3.6% | +4.3% |
| 3Y | -13.7% | +117.2% | -130.9% | -33.8% |
| 5Y | -35.2% | +86.5% | -121.7% | -51.6% |
| 10Y | +281.8% | +125.7% | +156.1% | +132.5% |
| All | +2,894.9% | +16.9% | +2,878.0% | +1,598.5% |
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 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