+373.3%
DXCM vs FTAI
+2,699.0%
-2,325.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +2.0% |
| 7D | -3.6% | +12.9% | -16.5% | -5.7% |
| 30D | -4.3% | +9.9% | -14.2% | -6.5% |
| 3M | -10.4% | -19.1% | +8.8% | -8.5% |
| 6M | +33.1% | -30.9% | +64.0% | +38.0% |
| YTD | +22.6% | -6.3% | +29.0% | +19.0% |
| 1Y | +36.5% | +20.0% | +16.5% | +26.4% |
| 3Y | -13.5% | +363.0% | -376.4% | -45.3% |
| 5Y | -49.6% | +864.8% | -914.4% | -74.0% |
| All | +373.3% | +2,699.0% | -2,325.7% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling