+263.3%
DXCM vs FTAI
+2,995.8%
-2,732.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.2% |
| 7D | -5.8% | -9.7% | +3.9% | -4.3% |
| 30D | -5.6% | -20.0% | +14.4% | -2.4% |
| 3M | +13.0% | -20.1% | +33.1% | +15.9% |
| 6M | +24.7% | -33.3% | +57.9% | +30.3% |
| YTD | +27.3% | -8.0% | +35.3% | +25.4% |
| 1Y | +11.2% | +8.0% | +3.2% | +5.9% |
| 3Y | -19.0% | +413.4% | -432.4% | -49.1% |
| 5Y | -38.5% | +858.6% | -897.0% | -67.5% |
| All | +263.3% | +2,995.8% | -2,732.5% | +83.5% |
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