+252.9%
DXCM vs FTI
+304.2%
-51.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.6% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -0.3% | +12.3% | -12.6% | -1.7% |
| 3M | +10.3% | +13.8% | -3.4% | +8.4% |
| 6M | +24.1% | +24.3% | -0.2% | +20.3% |
| YTD | +27.4% | +75.8% | -48.4% | +18.1% |
| 1Y | +8.4% | +99.6% | -91.3% | -1.3% |
| 3Y | -19.0% | +278.4% | -297.4% | -32.7% |
| 5Y | -38.6% | +1,168.7% | -1,207.3% | -56.9% |
| 10Y | +252.9% | +297.5% | -44.6% | +149.5% |
| All | +252.9% | +304.2% | -51.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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