+144.5%
DXCM vs FOXA
+90.8%
+53.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.2% |
| 7D | -3.2% | -4.0% | +0.7% | -2.2% |
| 30D | +6.3% | +12.0% | -5.6% | +3.1% |
| 3M | +21.1% | +0.3% | +20.8% | +20.0% |
| 6M | +20.6% | +12.5% | +8.1% | +15.6% |
| YTD | +32.4% | -9.6% | +42.1% | +34.3% |
| 1Y | +8.8% | +8.6% | +0.3% | +4.9% |
| 3Y | -13.7% | +118.5% | -132.3% | -31.5% |
| 5Y | -35.2% | +88.8% | -123.9% | -46.9% |
| All | +144.5% | +90.8% | +53.7% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling