+423.1%
DXCM vs FITB
+247.7%
+175.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.4% |
| 7D | -4.4% | -1.1% | -3.2% | -4.0% |
| 30D | -3.6% | +7.3% | -11.0% | -5.4% |
| 3M | -4.3% | -4.0% | -0.4% | -3.4% |
| 6M | +33.8% | +11.9% | +21.9% | +29.5% |
| YTD | +22.1% | +19.0% | +3.2% | +16.0% |
| 1Y | +47.4% | +31.0% | +16.4% | +36.4% |
| 3Y | -12.3% | +143.8% | -156.0% | -31.4% |
| 5Y | -49.1% | +48.9% | -98.0% | -55.8% |
| 10Y | +423.1% | +236.6% | +186.5% | +211.2% |
| All | +423.1% | +247.7% | +175.4% | +211.2% |
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