-48.1%
DXCM vs FITB
+48.6%
-96.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +4.9% | +2.8% | +2.2% | +4.0% |
| 30D | -0.2% | +9.8% | -10.0% | -3.2% |
| 3M | -8.9% | -5.2% | -3.8% | -7.4% |
| 6M | +42.3% | +17.3% | +24.9% | +34.3% |
| YTD | +25.6% | +19.3% | +6.3% | +17.4% |
| 1Y | +39.5% | +32.7% | +6.8% | +25.7% |
| 3Y | -15.3% | +141.6% | -156.9% | -38.2% |
| All | -48.1% | +48.6% | -96.7% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling