+430.7%
FCX vs DXCM
+421.6%
+9.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.5% |
| 7D | -1.0% | -4.4% | +3.3% | -0.2% |
| 30D | -15.2% | -3.6% | -11.6% | -14.7% |
| 3M | -10.3% | -4.3% | -5.9% | -9.8% |
| 6M | +1.6% | +33.8% | -32.2% | -5.6% |
| YTD | +23.9% | +22.1% | +1.7% | +17.3% |
| 1Y | +58.0% | +47.4% | +10.6% | +44.1% |
| 3Y | +94.6% | -12.3% | +106.8% | +85.3% |
| 5Y | +70.4% | -49.1% | +119.5% | +74.8% |
| 10Y | +430.7% | +423.1% | +7.5% | +274.2% |
| All | +430.7% | +421.6% | +9.0% | +274.2% |
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