+423.1%
DXCM vs FN
+837.6%
-414.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.8% | +0.4% |
| 7D | -4.4% | +16.3% | -20.6% | -7.0% |
| 30D | -3.6% | -24.7% | +21.1% | -0.4% |
| 3M | -4.3% | -34.9% | +30.6% | +0.1% |
| 6M | +33.8% | -41.1% | +74.9% | +39.1% |
| YTD | +22.1% | -19.6% | +41.8% | +17.3% |
| 1Y | +47.4% | -18.5% | +65.9% | +40.4% |
| 3Y | -12.3% | +119.1% | -131.4% | -38.0% |
| 5Y | -49.1% | +206.9% | -256.0% | -68.5% |
| 10Y | +423.1% | +826.4% | -403.3% | +150.6% |
| All | +423.1% | +837.6% | -414.5% | +150.6% |
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