+344.8%
DXCM vs FTV
+90.8%
+254.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.2% | -4.5% | +1.3% | -1.1% |
| 30D | +6.3% | -7.1% | +13.4% | +10.0% |
| 3M | +21.1% | -7.2% | +28.3% | +25.1% |
| 6M | +20.6% | -1.5% | +22.1% | +20.7% |
| YTD | +32.4% | +3.5% | +29.0% | +28.5% |
| 1Y | +8.8% | +20.3% | -11.5% | -2.1% |
| 3Y | -13.7% | -3.1% | -10.6% | -15.4% |
| 5Y | -35.2% | +2.3% | -37.5% | -39.3% |
| 10Y | +281.8% | +76.3% | +205.5% | +159.6% |
| All | +344.8% | +90.8% | +254.0% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling