+260.9%
DXCM vs FITB
+282.4%
-21.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -4.3% | -5.1% | +0.8% | -3.0% |
| 3M | +7.3% | +3.5% | +3.7% | +6.2% |
| 6M | +22.0% | +17.2% | +4.8% | +16.7% |
| YTD | +26.4% | +17.6% | +8.7% | +20.5% |
| 1Y | +7.0% | +23.4% | -16.4% | +0.5% |
| 3Y | -19.6% | +129.7% | -149.4% | -36.4% |
| 5Y | -39.3% | +68.4% | -107.7% | -48.8% |
| 10Y | +260.9% | +285.6% | -24.7% | +102.9% |
| All | +260.9% | +282.4% | -21.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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