+104.5%
FTNT vs DXCM
+11.0%
+93.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -5.8% | -3.2% | -2.6% | -5.6% |
| 30D | -4.8% | +6.3% | -11.1% | -5.1% |
| 3M | +4.4% | +21.1% | -16.7% | +3.5% |
| 6M | +88.8% | +20.6% | +68.2% | +86.6% |
| YTD | +96.8% | +32.4% | +64.4% | +95.1% |
| 1Y | +104.5% | +8.8% | +95.6% | +91.5% |
| All | +104.5% | +11.0% | +93.5% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling