+2,894.9%
DXCM vs FTI
+1,485.2%
+1,409.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | +5.3% | -8.5% | -4.4% |
| 30D | +6.3% | +15.3% | -9.0% | +2.6% |
| 3M | +21.1% | +15.8% | +5.3% | +16.3% |
| 6M | +20.6% | +22.6% | -2.0% | +13.7% |
| YTD | +32.4% | +79.5% | -47.1% | +13.4% |
| 1Y | +8.8% | +102.0% | -93.2% | -9.8% |
| 3Y | -13.7% | +315.8% | -329.6% | -42.2% |
| 5Y | -35.2% | +1,129.5% | -1,164.7% | -69.2% |
| 10Y | +281.8% | +320.9% | -39.1% | +102.9% |
| All | +2,894.9% | +1,485.2% | +1,409.7% | +822.1% |
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