+8.4%
DXCM vs FND
-44.9%
+53.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.7% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -0.3% | -23.6% | +23.3% | +6.2% |
| 3M | +10.3% | +4.3% | +6.0% | +7.4% |
| 6M | +24.1% | -20.3% | +44.4% | +28.5% |
| YTD | +27.4% | -21.3% | +48.7% | +29.5% |
| 1Y | +8.4% | -45.4% | +53.7% | +22.9% |
| All | +8.4% | -44.9% | +53.2% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling