-56.5%
FISV vs DXCM
-38.1%
-18.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.4% |
| 7D | -1.6% | -6.2% | +4.7% | -0.5% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | -3.5% | +10.3% | -13.9% | -5.2% |
| 6M | -19.4% | +24.1% | -43.5% | -22.4% |
| YTD | -24.3% | +27.4% | -51.6% | -27.5% |
| 1Y | -62.4% | +8.4% | -70.8% | -63.2% |
| 3Y | -58.2% | -19.0% | -39.2% | -59.4% |
| 5Y | -56.5% | -38.6% | -17.9% | -59.5% |
| All | -56.5% | -38.1% | -18.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling