+272.9%
DXCM vs FN
+900.0%
-627.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.5% |
| 7D | -3.2% | -1.7% | -1.5% | -3.0% |
| 30D | +6.3% | -22.0% | +28.3% | +9.7% |
| 3M | +21.1% | -43.0% | +64.1% | +29.9% |
| 6M | +20.6% | -27.7% | +48.3% | +21.5% |
| YTD | +32.4% | -10.5% | +43.0% | +27.0% |
| 1Y | +8.8% | +12.5% | -3.7% | -1.2% |
| 3Y | -13.7% | +153.8% | -167.5% | -39.8% |
| 5Y | -35.2% | +288.0% | -323.2% | -61.0% |
| All | +272.9% | +900.0% | -627.1% | +83.5% |
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 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