+404.2%
DXCM vs FITB
+247.4%
+156.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.8% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -5.8% | +5.8% | -11.6% | -7.2% |
| 3M | -4.3% | -6.1% | +1.8% | -2.8% |
| 6M | +31.6% | +5.9% | +25.6% | +29.2% |
| YTD | +19.6% | +16.1% | +3.5% | +14.4% |
| 1Y | +36.9% | +28.8% | +8.0% | +27.3% |
| 3Y | -16.3% | +126.0% | -142.3% | -33.2% |
| 5Y | -50.0% | +45.3% | -95.3% | -56.3% |
| All | +404.2% | +247.4% | +156.8% | +211.1% |
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