+8.8%
DXCM vs FIS
-37.2%
+46.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | +6.3% | -2.2% | +8.6% | +6.9% |
| 3M | +21.1% | +2.1% | +18.9% | +19.7% |
| 6M | +20.6% | -14.7% | +35.2% | +23.3% |
| YTD | +32.4% | -35.7% | +68.1% | +46.5% |
| 1Y | +8.8% | -37.1% | +45.9% | +22.4% |
| All | +8.8% | -37.2% | +46.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling