-21.8%
DXCM vs FTAI
+421.8%
-443.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.2% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -4.3% | -13.6% | +9.3% | -3.2% |
| 3M | +7.3% | -20.6% | +27.8% | +8.8% |
| 6M | +22.0% | -32.6% | +54.6% | +24.8% |
| YTD | +26.4% | -5.4% | +31.7% | +24.9% |
| 1Y | +7.0% | +12.9% | -5.9% | +3.8% |
| All | -21.8% | +421.8% | -443.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling