+2,545.6%
DXCM vs FIVE
+826.1%
+1,719.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.3% | -3.5% |
| 7D | +5.7% | -1.7% | +7.4% | +6.2% |
| 30D | +1.3% | +14.9% | -13.6% | -2.3% |
| 3M | +2.2% | +7.6% | -5.5% | -0.2% |
| 6M | +42.0% | +6.4% | +35.6% | +38.1% |
| YTD | +27.3% | +28.1% | -0.8% | +17.6% |
| 1Y | +42.5% | +54.7% | -12.2% | +25.3% |
| 3Y | -13.3% | +36.1% | -49.4% | -26.6% |
| 5Y | -46.8% | +14.9% | -61.7% | -54.3% |
| 10Y | +445.8% | +578.8% | -133.1% | +203.9% |
| All | +2,545.6% | +826.1% | +1,719.4% | +1,244.6% |
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 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