+2,921.8%
DXCM vs FN
+2,575.5%
+346.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.2% | +9.7% | -2.4% |
| 7D | +5.7% | -16.0% | +21.6% | +7.9% |
| 30D | +1.3% | -40.1% | +41.4% | +8.6% |
| 3M | +2.2% | -43.9% | +46.1% | +9.5% |
| 6M | +42.0% | -55.6% | +97.6% | +54.7% |
| YTD | +27.3% | -35.7% | +62.9% | +27.5% |
| 1Y | +42.5% | -39.8% | +82.3% | +43.8% |
| 3Y | -13.3% | +80.3% | -93.6% | -33.5% |
| 5Y | -46.8% | +143.3% | -190.1% | -62.7% |
| 10Y | +445.8% | +682.3% | -236.5% | +200.3% |
| All | +2,921.8% | +2,575.5% | +346.3% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling