+252.9%
DXCM vs FIS
-40.5%
+293.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -1.3% |
| 7D | -6.2% | -3.5% | -2.8% | -4.8% |
| 30D | -0.3% | -7.8% | +7.6% | +3.1% |
| 3M | +10.3% | +0.8% | +9.5% | +9.5% |
| 6M | +24.1% | -21.9% | +46.0% | +36.5% |
| YTD | +27.4% | -39.5% | +66.9% | +55.8% |
| 1Y | +8.4% | -41.0% | +49.4% | +33.8% |
| 3Y | -19.0% | -23.6% | +4.6% | -14.1% |
| 5Y | -38.6% | -65.6% | +27.0% | -5.0% |
| 10Y | +252.9% | -40.2% | +293.1% | +271.0% |
| All | +252.9% | -40.5% | +293.5% | +271.0% |
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