+1,516.3%
FERG vs DXCM
+3,721.1%
-2,204.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.7% |
| 7D | +8.2% | -3.6% | +11.8% | +8.4% |
| 30D | +14.4% | -4.3% | +18.7% | +14.6% |
| 3M | +4.3% | -10.4% | +14.7% | +5.0% |
| 6M | +7.9% | +33.1% | -25.3% | +6.0% |
| YTD | +16.3% | +22.6% | -6.4% | +14.6% |
| 1Y | +2.2% | +36.5% | -34.3% | +0.2% |
| 3Y | +67.3% | -13.5% | +80.8% | +65.5% |
| 5Y | +75.3% | -49.6% | +125.0% | +74.6% |
| 10Y | +421.0% | +399.5% | +21.5% | +404.4% |
| All | +1,516.3% | +3,721.1% | -2,204.8% | +1,540.7% |
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