-38.6%
DXCM vs FTAI
+891.0%
-929.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -6.2% | +3.9% | -10.1% | -6.8% |
| 30D | -0.3% | -8.8% | +8.6% | +0.9% |
| 3M | +10.3% | -14.5% | +24.8% | +11.8% |
| 6M | +24.1% | -24.0% | +48.2% | +26.7% |
| YTD | +27.4% | +0.5% | +26.9% | +23.6% |
| 1Y | +8.4% | +19.1% | -10.7% | +1.6% |
| 3Y | -19.0% | +460.7% | -479.7% | -55.9% |
| 5Y | -38.6% | +947.3% | -985.9% | -76.3% |
| All | -38.6% | +891.0% | -929.6% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling