+310.2%
DXCM vs FND
+70.0%
+240.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.6% |
| 7D | -3.7% | +6.8% | -10.5% | -5.2% |
| 30D | -5.0% | +13.1% | -18.0% | -8.0% |
| 3M | -8.8% | -13.1% | +4.2% | -6.1% |
| 6M | +31.9% | -0.6% | +32.4% | +30.1% |
| YTD | +20.4% | -15.5% | +35.9% | +22.6% |
| 1Y | +45.7% | -13.7% | +59.4% | +47.3% |
| 3Y | -15.0% | -35.0% | +20.0% | -11.6% |
| 5Y | -48.5% | -60.1% | +11.6% | -42.5% |
| All | +310.2% | +70.0% | +240.2% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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