+38.2%
DXCM vs FITB
+30.5%
+7.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -6.5% | +7.0% | -13.5% | -8.3% |
| 3M | -10.3% | -4.8% | -5.5% | -8.9% |
| 6M | +35.4% | +13.5% | +21.9% | +29.4% |
| YTD | +21.1% | +19.1% | +2.0% | +12.6% |
| 1Y | +38.2% | +30.8% | +7.5% | +26.8% |
| All | +38.2% | +30.5% | +7.7% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling