+44.6%
DXCM vs FN
-25.7%
+70.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.0% | +12.6% | +6.4% |
| 7D | +12.5% | -7.0% | +19.5% | +12.5% |
| 30D | +1.8% | -24.7% | +26.5% | +1.3% |
| 3M | +1.8% | -35.7% | +37.4% | +1.1% |
| 6M | +47.4% | -52.4% | +99.8% | +48.7% |
| YTD | +33.3% | -25.0% | +58.3% | +25.5% |
| 1Y | +44.6% | -25.7% | +70.3% | +37.5% |
| All | +44.6% | -25.7% | +70.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling