+2,637.6%
DXCM vs FIS
+145.7%
+2,492.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -2.6% |
| 7D | -9.2% | +1.5% | -10.7% | -9.9% |
| 30D | -6.5% | -11.8% | +5.3% | -4.1% |
| 3M | -10.3% | -28.5% | +18.3% | +1.7% |
| 6M | +35.4% | -27.0% | +62.5% | +51.2% |
| YTD | +21.1% | -53.1% | +74.2% | +66.3% |
| 1Y | +38.2% | -52.8% | +91.0% | +89.1% |
| 3Y | -14.6% | -37.5% | +22.9% | -2.5% |
| 5Y | -49.6% | -71.1% | +21.5% | -18.1% |
| 10Y | +393.1% | -52.0% | +445.1% | +474.2% |
| All | +2,637.6% | +145.7% | +2,492.0% | +1,185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling