+455.9%
FCX vs DXCM
+2,529.5%
-2,073.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +4.0% |
| 7D | -4.9% | -3.5% | -1.4% | -4.2% |
| 30D | -17.1% | -5.8% | -11.3% | -16.1% |
| 3M | -12.7% | -4.3% | -8.3% | -12.1% |
| 6M | -2.0% | +31.6% | -33.5% | -9.7% |
| YTD | +18.1% | +19.6% | -1.6% | +11.3% |
| 1Y | +55.2% | +36.9% | +18.3% | +41.6% |
| 3Y | +74.3% | -16.3% | +90.6% | +67.3% |
| 5Y | +71.9% | -50.0% | +121.9% | +79.3% |
| 10Y | +498.4% | +413.2% | +85.2% | +216.9% |
| All | +455.9% | +2,529.5% | -2,073.6% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling