+383.6%
DXCM vs FTAI
+2,369.3%
-1,985.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.6% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -0.2% | +10.7% | -10.8% | -2.4% |
| 3M | -8.9% | -16.4% | +7.5% | -7.7% |
| 6M | +42.3% | -32.2% | +74.5% | +47.4% |
| YTD | +25.6% | -7.7% | +33.3% | +22.5% |
| 1Y | +39.5% | +18.7% | +20.8% | +30.5% |
| 3Y | -15.3% | +354.3% | -369.6% | -42.6% |
| 5Y | -48.4% | +850.7% | -899.2% | -70.5% |
| 10Y | +411.4% | +2,664.3% | -2,252.9% | +147.6% |
| All | +383.6% | +2,369.3% | -1,985.7% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling