+2,605.6%
DXCM vs FIS
+133.6%
+2,472.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.2% | -3.7% | -4.9% |
| 7D | -3.5% | -25.5% | +22.0% | +7.9% |
| 30D | -5.8% | -15.1% | +9.2% | -1.6% |
| 3M | -4.3% | -32.1% | +27.8% | +11.3% |
| 6M | +31.6% | -36.1% | +67.6% | +56.5% |
| YTD | +19.6% | -55.4% | +75.0% | +68.5% |
| 1Y | +36.9% | -53.9% | +90.8% | +89.5% |
| 3Y | -16.3% | -39.8% | +23.5% | -2.8% |
| 5Y | -50.0% | -71.1% | +21.1% | -19.1% |
| 10Y | +413.2% | -53.8% | +467.0% | +508.6% |
| All | +2,605.6% | +133.6% | +2,472.0% | +1,203.3% |
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