+8.8%
DXCM vs FIVE
+66.7%
-57.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.0% |
| 7D | -3.2% | +4.3% | -7.5% | -4.0% |
| 30D | +6.3% | +12.5% | -6.2% | +3.6% |
| 3M | +21.1% | +31.2% | -10.1% | +13.7% |
| 6M | +20.6% | +14.4% | +6.2% | +16.6% |
| YTD | +32.4% | +33.9% | -1.5% | +24.0% |
| 1Y | +8.8% | +65.1% | -56.2% | -1.7% |
| All | +8.8% | +66.7% | -57.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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