-46.8%
DXCM vs FN
+148.3%
-195.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.2% | +9.7% | -3.2% |
| 7D | +5.7% | -16.0% | +21.6% | +7.1% |
| 30D | +1.3% | -40.1% | +41.4% | +6.1% |
| 3M | +2.2% | -43.9% | +46.1% | +7.0% |
| 6M | +42.0% | -55.6% | +97.6% | +50.9% |
| YTD | +27.3% | -35.7% | +62.9% | +25.2% |
| 1Y | +42.5% | -39.8% | +82.3% | +41.2% |
| 3Y | -13.3% | +80.3% | -93.6% | -37.4% |
| 5Y | -46.8% | +143.3% | -190.1% | -69.1% |
| All | -46.8% | +148.3% | -195.1% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling