+310.2%
DXCM vs FTV
+124.8%
+185.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | +0.8% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -3.6% | +17.2% | -20.8% | -10.6% |
| 3M | -4.3% | +8.9% | -13.2% | -8.3% |
| 6M | +33.8% | +11.3% | +22.5% | +26.5% |
| YTD | +22.1% | +21.9% | +0.2% | +9.5% |
| 1Y | +47.4% | +31.6% | +15.8% | +27.1% |
| 3Y | -12.3% | +38.1% | -50.3% | -27.4% |
| 5Y | -49.1% | +15.7% | -64.8% | -55.2% |
| 10Y | +423.1% | +107.5% | +315.7% | +233.3% |
| All | +310.2% | +124.8% | +185.4% | +163.2% |
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