-38.6%
DXCM vs FOXA
+89.1%
-127.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -0.3% | +2.3% | -2.6% | -1.2% |
| 3M | +10.3% | -2.8% | +13.2% | +10.1% |
| 6M | +24.1% | +9.6% | +14.5% | +18.6% |
| YTD | +27.4% | -9.9% | +37.3% | +29.8% |
| 1Y | +8.4% | +5.4% | +3.0% | +4.3% |
| 3Y | -19.0% | +115.3% | -134.3% | -41.3% |
| 5Y | -38.6% | +93.1% | -131.7% | -53.3% |
| All | -38.6% | +89.1% | -127.7% | -53.3% |
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