+423.1%
DXCM vs FIS
-54.6%
+477.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.4% | +2.6% |
| 7D | -4.4% | -29.4% | +25.1% | +7.0% |
| 30D | -3.6% | -16.7% | +13.1% | +0.4% |
| 3M | -4.3% | -33.0% | +28.6% | +8.8% |
| 6M | +33.8% | -33.3% | +67.1% | +51.9% |
| YTD | +22.1% | -56.0% | +78.1% | +64.1% |
| 1Y | +47.4% | -54.6% | +102.0% | +95.3% |
| 3Y | -12.3% | -40.6% | +28.4% | -0.3% |
| 5Y | -49.1% | -71.9% | +22.8% | -19.0% |
| 10Y | +423.1% | -55.3% | +478.4% | +576.8% |
| All | +423.1% | -54.6% | +477.7% | +576.8% |
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