+47.8%
DXCM vs FIS
-54.5%
+102.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.4% | +2.2% |
| 7D | -4.4% | -29.4% | +25.1% | -1.2% |
| 30D | -3.6% | -16.7% | +13.1% | -4.8% |
| 3M | -4.3% | -33.0% | +28.6% | +0.2% |
| 6M | +33.8% | -33.3% | +67.1% | +39.0% |
| YTD | +22.1% | -56.0% | +78.1% | +44.8% |
| All | +47.8% | -54.5% | +102.4% | +73.0% |
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 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