+2,653.3%
DXCM vs FIVE
+868.1%
+1,785.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.3% |
| 7D | -3.2% | +4.3% | -7.5% | -4.3% |
| 30D | +6.3% | +12.5% | -6.2% | +2.9% |
| 3M | +21.1% | +31.2% | -10.1% | +12.3% |
| 6M | +20.6% | +14.4% | +6.2% | +15.1% |
| YTD | +32.4% | +33.9% | -1.5% | +21.3% |
| 1Y | +8.8% | +65.1% | -56.2% | -6.1% |
| 3Y | -13.7% | +49.0% | -62.7% | -28.6% |
| 5Y | -35.2% | +30.3% | -65.5% | -45.9% |
| 10Y | +281.8% | +481.1% | -199.3% | +118.3% |
| All | +2,653.3% | +868.1% | +1,785.2% | +1,286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling