+15.0%
DXCM vs FPS
-5.5%
+20.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.4% | -13.8% | +0.7% |
| 7D | -9.2% | +9.5% | -18.7% | -9.0% |
| 30D | -6.5% | -33.8% | +27.3% | -6.6% |
| 3M | -10.3% | -34.9% | +24.6% | -10.3% |
| 6M | +35.4% | -42.9% | +78.3% | +32.9% |
| All | +15.0% | -5.5% | +20.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling