+2,623.0%
DXCM vs FTI
+1,181.6%
+1,441.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | -5.0% | -7.2% | +2.2% | -3.6% |
| 3M | -8.8% | -12.9% | +4.0% | -6.2% |
| 6M | +31.9% | -7.9% | +39.7% | +33.2% |
| YTD | +20.4% | +45.2% | -24.7% | +8.1% |
| 1Y | +45.7% | +48.1% | -2.3% | +30.0% |
| 3Y | -15.0% | +205.0% | -220.0% | -38.6% |
| 5Y | -48.5% | +838.8% | -887.3% | -73.7% |
| 10Y | +411.2% | +174.8% | +236.5% | +209.8% |
| All | +2,623.0% | +1,181.6% | +1,441.4% | +778.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling