+411.2%
DXCM vs FIVE
+562.8%
-151.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +7.3% | -11.0% | -5.5% |
| 30D | -5.0% | +18.1% | -23.0% | -9.2% |
| 3M | -8.8% | +7.7% | -16.5% | -11.1% |
| 6M | +31.9% | +13.6% | +18.2% | +25.7% |
| YTD | +20.4% | +34.6% | -14.2% | +9.0% |
| 1Y | +45.7% | +66.2% | -20.5% | +24.1% |
| 3Y | -15.0% | +43.5% | -58.5% | -30.0% |
| 5Y | -48.5% | +20.7% | -69.1% | -56.9% |
| 10Y | +411.2% | +541.5% | -130.2% | +186.0% |
| All | +411.2% | +562.8% | -151.5% | +186.0% |
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