+330.5%
DXCM vs FND
+57.3%
+273.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | -4.3% | -19.6% | +15.3% | +0.8% |
| 3M | +7.3% | -4.3% | +11.6% | +7.5% |
| 6M | +22.0% | -20.4% | +42.5% | +27.3% |
| YTD | +26.4% | -21.9% | +48.2% | +31.6% |
| 1Y | +7.0% | -45.2% | +52.2% | +21.2% |
| 3Y | -19.6% | -49.2% | +29.6% | -10.9% |
| 5Y | -39.3% | -61.8% | +22.5% | -31.2% |
| All | +330.5% | +57.3% | +273.3% | +294.2% |
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