-61.1%
FISV vs DXCM
+11.0%
-72.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | -2.1% | +6.3% | -8.4% | -3.3% |
| 3M | -5.7% | +21.1% | -26.8% | -9.8% |
| 6M | -15.3% | +20.6% | -35.9% | -19.9% |
| YTD | -21.1% | +32.4% | -53.5% | -26.3% |
| 1Y | -61.1% | +8.8% | -69.9% | -63.1% |
| All | -61.1% | +11.0% | -72.1% | -63.1% |
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