-3.7%
FISV vs DXCM
+44.8%
-48.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.6% | -0.4% | +4.7% |
| 7D | +29.6% | +12.5% | +17.1% | +26.0% |
| 30D | +34.5% | +1.8% | +32.7% | +33.6% |
| 3M | +11.2% | +1.8% | +9.5% | +10.6% |
| 6M | -1.2% | +47.4% | -48.6% | -10.3% |
| YTD | -7.6% | +33.3% | -40.9% | -14.7% |
| 1Y | -3.7% | +44.6% | -48.3% | -11.8% |
| All | -3.7% | +44.8% | -48.6% | -11.8% |
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