-0.3%
FERG vs DXCM
+8.1%
-8.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.9% | -6.5% | +7.4% | +1.7% |
| 30D | -15.1% | -4.3% | -10.8% | -14.6% |
| 3M | -4.8% | +7.3% | -12.1% | -5.7% |
| 6M | -2.5% | +22.0% | -24.5% | -4.4% |
| YTD | +1.8% | +26.4% | -24.6% | -0.1% |
| 1Y | -0.3% | +7.0% | -7.3% | -0.5% |
| All | -0.3% | +8.1% | -8.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling