+74.0%
FERG vs DXCM
-13.1%
+87.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.1% | +9.1% | +11.0% |
| 7D | +7.3% | -4.4% | +11.7% | +7.9% |
| 30D | +18.1% | -3.6% | +21.7% | +18.5% |
| 3M | +1.6% | -4.3% | +6.0% | +2.0% |
| 6M | +8.5% | +33.8% | -25.2% | +5.4% |
| YTD | +18.6% | +22.1% | -3.6% | +16.0% |
| 1Y | +5.7% | +47.4% | -41.7% | +1.6% |
| 3Y | +74.0% | -12.3% | +86.3% | +74.0% |
| All | +74.0% | -13.1% | +87.1% | +74.0% |
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