-39.0%
FISV vs DXCM
-49.1%
+10.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.0% |
| 7D | -2.0% | -3.6% | +1.7% | -1.4% |
| 30D | +31.8% | -4.3% | +36.1% | +32.5% |
| 3M | +19.3% | -10.4% | +29.6% | +21.2% |
| 6M | +12.1% | +33.1% | -21.1% | +6.6% |
| YTD | -8.4% | +22.6% | -31.1% | -12.0% |
| 1Y | -4.5% | +36.5% | -41.0% | -9.7% |
| 3Y | -49.4% | -13.5% | -35.9% | -51.8% |
| 5Y | -39.0% | -49.6% | +10.6% | -39.7% |
| All | -39.0% | -49.1% | +10.1% | -39.7% |
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 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