-16.3%
DXCM vs FTV
+33.2%
-49.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -5.9% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -5.8% | +15.7% | -21.5% | -11.0% |
| 3M | -4.3% | +7.5% | -11.9% | -7.1% |
| 6M | +31.6% | +8.5% | +23.1% | +27.0% |
| YTD | +19.6% | +18.8% | +0.9% | +10.3% |
| 1Y | +36.9% | +28.5% | +8.3% | +21.4% |
| 3Y | -16.3% | +34.0% | -50.3% | -26.4% |
| All | -16.3% | +33.2% | -49.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling