-49.4%
FISV vs DXCM
-15.9%
-33.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -3.9% |
| 7D | -2.0% | -3.6% | +1.7% | -1.6% |
| 30D | +31.8% | -4.3% | +36.1% | +32.3% |
| 3M | +19.3% | -10.4% | +29.6% | +20.5% |
| 6M | +12.1% | +33.1% | -21.1% | +8.9% |
| YTD | -8.4% | +22.6% | -31.1% | -10.6% |
| 1Y | -4.5% | +36.5% | -41.0% | -7.4% |
| All | -49.4% | -15.9% | -33.5% | -49.7% |
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 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