+60.3%
FCX vs DXCM
+44.8%
+15.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.3% | +0.7% |
| 7D | -6.0% | +12.5% | -18.5% | -7.1% |
| 30D | -13.6% | +1.8% | -15.4% | -13.8% |
| 3M | -6.8% | +1.8% | -8.6% | -7.1% |
| 6M | +13.2% | +47.4% | -34.2% | +1.8% |
| YTD | +24.4% | +33.3% | -8.9% | +18.9% |
| 1Y | +60.3% | +44.6% | +15.7% | +51.7% |
| All | +60.3% | +44.8% | +15.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling