+74.3%
FCX vs DXCM
-18.8%
+93.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.5% |
| 7D | -4.9% | -3.5% | -1.4% | -4.4% |
| 30D | -17.1% | -5.8% | -11.3% | -16.5% |
| 3M | -12.7% | -4.3% | -8.3% | -12.3% |
| 6M | -2.0% | +31.6% | -33.5% | -7.2% |
| YTD | +18.1% | +19.6% | -1.6% | +13.8% |
| 1Y | +55.2% | +36.9% | +18.3% | +46.5% |
| 3Y | +74.3% | -16.3% | +90.6% | +57.0% |
| All | +74.3% | -18.8% | +93.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling