-36.3%
DXCM vs FTV
+2.3%
-38.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -3.2% | -4.5% | +1.3% | -0.7% |
| 30D | +6.3% | -7.1% | +13.4% | +10.8% |
| 3M | +21.1% | -7.2% | +28.3% | +25.8% |
| 6M | +20.6% | -1.5% | +22.1% | +20.6% |
| YTD | +32.4% | +3.5% | +29.0% | +27.3% |
| 1Y | +8.8% | +20.3% | -11.5% | -5.2% |
| 3Y | -13.7% | -3.1% | -10.6% | -16.0% |
| All | -36.3% | +2.3% | -38.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling