+2,894.9%
DXCM vs FIS
+236.7%
+2,658.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.2% | +1.1% | -4.3% | -3.8% |
| 30D | +6.3% | -2.2% | +8.6% | +7.3% |
| 3M | +21.1% | +2.1% | +18.9% | +19.1% |
| 6M | +20.6% | -14.7% | +35.2% | +28.6% |
| YTD | +32.4% | -35.7% | +68.1% | +61.8% |
| 1Y | +8.8% | -37.1% | +45.9% | +34.1% |
| 3Y | -13.7% | -20.0% | +6.3% | -9.7% |
| 5Y | -35.2% | -62.1% | +26.9% | -4.6% |
| 10Y | +281.8% | -37.4% | +319.2% | +307.5% |
| All | +2,894.9% | +236.7% | +2,658.1% | +1,151.3% |
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