+404.2%
DXCM vs FN
+753.0%
-348.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.7% | -17.6% | -7.6% |
| 7D | -3.5% | 0.0% | -3.5% | -4.1% |
| 30D | -5.8% | -34.3% | +28.5% | -0.8% |
| 3M | -4.3% | -39.9% | +35.5% | +1.2% |
| 6M | +31.6% | -51.8% | +83.4% | +41.3% |
| YTD | +19.6% | -28.1% | +47.8% | +16.8% |
| 1Y | +36.9% | -29.1% | +65.9% | +33.3% |
| 3Y | -16.3% | +102.4% | -118.7% | -40.3% |
| 5Y | -50.0% | +171.7% | -221.7% | -68.5% |
| All | +404.2% | +753.0% | -348.8% | +145.1% |
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