+436.3%
DXCM vs FICO
+514.7%
-78.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.9% |
| 7D | +5.7% | -0.3% | +5.9% | +5.7% |
| 30D | +1.3% | +1.7% | -0.4% | -0.4% |
| 3M | +2.2% | -35.2% | +37.4% | +14.9% |
| 6M | +42.0% | -33.7% | +75.7% | +55.3% |
| YTD | +27.3% | -58.2% | +85.4% | +64.0% |
| 1Y | +42.5% | -56.6% | +99.1% | +79.8% |
| 3Y | -13.3% | -24.0% | +10.6% | -24.5% |
| 5Y | -46.8% | +86.1% | -132.9% | -72.3% |
| All | +436.3% | +514.7% | -78.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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