+423.1%
DXCM vs FIVE
+596.6%
-173.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +0.5% |
| 7D | -4.4% | +6.2% | -10.5% | -5.9% |
| 30D | -3.6% | +18.2% | -21.8% | -8.0% |
| 3M | -4.3% | +3.8% | -8.2% | -5.8% |
| 6M | +33.8% | +13.7% | +20.0% | +27.4% |
| YTD | +22.1% | +34.7% | -12.6% | +10.5% |
| 1Y | +47.4% | +66.6% | -19.2% | +25.5% |
| 3Y | -12.3% | +44.3% | -56.5% | -27.8% |
| 5Y | -49.1% | +18.8% | -67.9% | -57.2% |
| 10Y | +423.1% | +569.2% | -146.1% | +191.1% |
| All | +423.1% | +596.6% | -173.5% | +191.1% |
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