+2.0%
FISV vs DXCM
+260.4%
-258.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.7% |
| 7D | -2.7% | -5.5% | +2.9% | -1.7% |
| 30D | 0.0% | -8.6% | +8.6% | +1.6% |
| 3M | -2.8% | +10.3% | -13.1% | -4.6% |
| 6M | -11.8% | +25.2% | -37.0% | -15.5% |
| YTD | -23.2% | +25.1% | -48.3% | -26.5% |
| 1Y | -62.0% | +9.2% | -71.2% | -62.9% |
| 3Y | -57.6% | -22.6% | -35.0% | -58.4% |
| 5Y | -53.4% | -39.5% | -13.9% | -53.8% |
| All | +2.0% | +260.4% | -258.4% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling