-48.5%
DXCM vs FN
+194.7%
-243.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -1.0% |
| 7D | -3.7% | -4.1% | +0.4% | -3.5% |
| 30D | -5.0% | -28.3% | +23.3% | -2.3% |
| 3M | -8.8% | -33.9% | +25.1% | -6.0% |
| 6M | +31.9% | -43.9% | +75.8% | +36.4% |
| YTD | +20.4% | -23.4% | +43.9% | +16.4% |
| 1Y | +45.7% | -25.4% | +71.1% | +40.9% |
| 3Y | -15.0% | +107.9% | -122.9% | -39.1% |
| 5Y | -48.5% | +195.1% | -243.6% | -70.8% |
| All | -48.5% | +194.7% | -243.2% | -70.8% |
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