+424.2%
FERG vs DXCM
+402.7%
+21.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | +9.7% | +4.9% | +4.8% | +9.3% |
| 30D | +15.0% | -0.2% | +15.2% | +15.0% |
| 3M | +3.8% | -8.9% | +12.7% | +4.5% |
| 6M | +10.6% | +42.3% | -31.7% | +7.1% |
| YTD | +17.0% | +25.6% | -8.6% | +14.3% |
| 1Y | +7.1% | +39.5% | -32.4% | +3.8% |
| 3Y | +67.7% | -15.3% | +83.0% | +65.2% |
| 5Y | +76.4% | -48.4% | +124.9% | +74.3% |
| All | +424.2% | +402.7% | +21.5% | +419.9% |
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