-49.6%
DXCM vs FIVE
+19.0%
-68.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | -6.5% | +17.4% | -23.9% | -10.6% |
| 3M | -10.3% | +7.0% | -17.3% | -12.4% |
| 6M | +35.4% | +20.5% | +15.0% | +26.7% |
| YTD | +21.1% | +33.1% | -12.1% | +9.5% |
| 1Y | +38.2% | +67.1% | -28.9% | +16.8% |
| 3Y | -14.6% | +41.9% | -56.5% | -28.6% |
| 5Y | -49.6% | +21.1% | -70.6% | -55.5% |
| All | -49.6% | +19.0% | -68.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling