+701.1%
FCX vs DXCM
+256.6%
+444.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.2% | +6.1% |
| 7D | +5.7% | -6.2% | +12.0% | +7.0% |
| 30D | +10.1% | -0.3% | +10.3% | +10.0% |
| 3M | +20.2% | +10.3% | +9.9% | +16.9% |
| 6M | +29.7% | +24.1% | +5.5% | +22.7% |
| YTD | +51.9% | +27.4% | +24.6% | +43.0% |
| 1Y | +66.0% | +8.4% | +57.6% | +60.5% |
| 3Y | +102.7% | -19.0% | +121.7% | +96.0% |
| 5Y | +138.9% | -38.6% | +177.4% | +135.9% |
| 10Y | +701.1% | +252.9% | +448.1% | +538.4% |
| All | +701.1% | +256.6% | +444.4% | +538.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling