-58.2%
FISV vs DXCM
-19.4%
-38.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.7% |
| 7D | -1.6% | -6.2% | +4.7% | -0.9% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | -3.5% | +10.3% | -13.9% | -4.5% |
| 6M | -19.4% | +24.1% | -43.5% | -21.2% |
| YTD | -24.3% | +27.4% | -51.6% | -26.1% |
| 1Y | -62.4% | +8.4% | -70.8% | -63.0% |
| 3Y | -58.2% | -19.0% | -39.2% | -59.3% |
| All | -58.2% | -19.4% | -38.7% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling