+2,894.9%
DXCM vs FICO
+2,733.0%
+161.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.7% | +14.7% | +5.0% |
| 7D | -3.2% | -19.2% | +16.0% | +5.1% |
| 30D | +6.3% | -14.6% | +20.9% | +12.4% |
| 3M | +21.1% | -20.1% | +41.2% | +29.4% |
| 6M | +20.6% | -36.3% | +56.9% | +39.0% |
| YTD | +32.4% | -44.9% | +77.3% | +61.1% |
| 1Y | +8.8% | -38.6% | +47.5% | +22.8% |
| 3Y | -13.7% | +4.0% | -17.7% | -28.9% |
| 5Y | -35.2% | +99.5% | -134.7% | -62.5% |
| 10Y | +281.8% | +604.7% | -322.9% | +15.3% |
| All | +2,894.9% | +2,733.0% | +161.9% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling