+2,098.3%
FTNT vs DXCM
+253.0%
+1,845.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.7% | -6.5% | +8.2% | +3.7% |
| 30D | -4.3% | -4.3% | 0.0% | -3.1% |
| 3M | +13.6% | +7.3% | +6.3% | +10.6% |
| 6M | +87.6% | +22.0% | +65.6% | +74.9% |
| YTD | +98.0% | +26.4% | +71.6% | +82.1% |
| 1Y | +96.9% | +7.0% | +89.9% | +88.0% |
| 3Y | +145.4% | -19.6% | +165.0% | +132.9% |
| 5Y | +153.0% | -39.3% | +192.3% | +155.4% |
| 10Y | +2,098.3% | +260.9% | +1,837.3% | +1,206.3% |
| All | +2,098.3% | +253.0% | +1,845.2% | +1,206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling