+393.1%
DXCM vs FIS
-52.2%
+445.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -2.0% |
| 7D | -9.2% | +1.5% | -10.7% | -9.8% |
| 30D | -6.5% | -11.8% | +5.3% | -4.7% |
| 3M | -10.3% | -28.5% | +18.3% | -0.4% |
| 6M | +35.4% | -27.0% | +62.5% | +48.4% |
| YTD | +21.1% | -53.1% | +74.2% | +58.6% |
| 1Y | +38.2% | -52.8% | +91.0% | +80.5% |
| 3Y | -14.6% | -37.5% | +22.9% | -4.8% |
| 5Y | -49.6% | -71.1% | +21.5% | -20.1% |
| 10Y | +393.1% | -52.0% | +445.1% | +510.6% |
| All | +393.1% | -52.2% | +445.3% | +510.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling