+373.3%
DXCM vs FIVE
+505.3%
-132.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -3.6% | +2.4% | -6.1% | -4.3% |
| 30D | -4.3% | +15.8% | -20.2% | -8.1% |
| 3M | -10.4% | +3.8% | -14.1% | -11.7% |
| 6M | +33.1% | +18.5% | +14.6% | +25.4% |
| YTD | +22.6% | +31.2% | -8.6% | +11.8% |
| 1Y | +36.5% | +61.8% | -25.3% | +17.2% |
| 3Y | -13.5% | +39.9% | -53.3% | -28.2% |
| 5Y | -49.6% | +18.3% | -68.0% | -57.6% |
| All | +373.3% | +505.3% | -132.1% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling