+72.6%
FERG vs DXCM
-38.1%
+110.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.3% |
| 7D | +3.4% | -6.2% | +9.6% | +4.4% |
| 30D | -11.5% | -0.3% | -11.3% | -11.5% |
| 3M | +1.3% | +10.3% | -9.1% | -0.4% |
| 6M | -1.0% | +24.1% | -25.1% | -4.5% |
| YTD | +3.2% | +27.4% | -24.1% | -1.0% |
| 1Y | -3.0% | +8.4% | -11.3% | -5.1% |
| 3Y | +55.0% | -19.0% | +74.0% | +50.5% |
| 5Y | +72.6% | -38.6% | +111.2% | +66.3% |
| All | +72.6% | -38.1% | +110.7% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling