+384.5%
DXCM vs FN
+700.1%
-315.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.7% | +3.4% |
| 7D | +4.9% | +0.3% | +4.7% | +4.7% |
| 30D | -0.2% | -16.5% | +16.4% | +1.4% |
| 3M | -8.9% | -42.1% | +33.2% | -3.2% |
| 6M | +42.3% | -52.9% | +95.2% | +53.6% |
| YTD | +25.6% | -28.0% | +53.5% | +22.3% |
| 1Y | +39.5% | -18.5% | +58.0% | +32.3% |
| 3Y | -15.3% | +93.9% | -109.1% | -38.9% |
| 5Y | -48.4% | +170.5% | -218.9% | -67.5% |
| All | +384.5% | +700.1% | -315.6% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling