-36.3%
DXCM vs FTI
+1,129.5%
-1,165.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.2% | +5.3% | -8.5% | -3.9% |
| 30D | +6.3% | +15.3% | -9.0% | +4.2% |
| 3M | +21.1% | +15.8% | +5.3% | +18.4% |
| 6M | +20.6% | +22.6% | -2.0% | +16.5% |
| YTD | +32.4% | +79.5% | -47.1% | +20.8% |
| 1Y | +8.8% | +102.0% | -93.2% | -2.7% |
| 3Y | -13.7% | +315.8% | -329.6% | -31.3% |
| All | -36.3% | +1,129.5% | -1,165.8% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling