+1,348.4%
FERG vs DXCM
+4,026.8%
-2,678.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -10.2% | +6.3% | -16.5% | -10.5% |
| 3M | -0.6% | +21.1% | -21.7% | -1.7% |
| 6M | -6.5% | +20.6% | -27.1% | -7.7% |
| YTD | +4.2% | +32.4% | -28.3% | +2.3% |
| 1Y | -2.3% | +8.8% | -11.1% | -3.1% |
| 3Y | +48.5% | -13.7% | +62.2% | +46.7% |
| 5Y | +72.0% | -35.2% | +107.2% | +70.0% |
| 10Y | +369.9% | +281.8% | +88.1% | +355.0% |
| All | +1,348.4% | +4,026.8% | -2,678.3% | +1,364.3% |
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 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