-48.5%
DXCM vs FOXA
+76.4%
-124.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -5.0% | +7.9% | -12.9% | -7.3% |
| 3M | -8.8% | +6.7% | -15.5% | -11.0% |
| 6M | +31.9% | +7.5% | +24.3% | +26.6% |
| YTD | +20.4% | -6.9% | +27.4% | +21.4% |
| 1Y | +45.7% | +2.2% | +43.5% | +42.0% |
| 3Y | -15.0% | +131.4% | -146.4% | -41.2% |
| 5Y | -48.5% | +76.2% | -124.7% | -59.7% |
| All | -48.5% | +76.4% | -124.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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