+2,894.9%
DXCM vs FITB
+152.4%
+2,742.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +6.3% | -4.7% | +11.1% | +7.5% |
| 3M | +21.1% | +6.7% | +14.4% | +19.1% |
| 6M | +20.6% | +12.6% | +8.0% | +17.0% |
| YTD | +32.4% | +19.1% | +13.3% | +26.5% |
| 1Y | +8.8% | +22.6% | -13.8% | +3.1% |
| 3Y | -13.7% | +127.1% | -140.9% | -30.4% |
| 5Y | -35.2% | +71.8% | -107.0% | -45.0% |
| 10Y | +281.8% | +287.2% | -5.4% | +146.9% |
| All | +2,894.9% | +152.4% | +2,742.5% | +1,719.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling