+1,947.1%
FTNT vs DXCM
+391.0%
+1,556.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +5.7% | -3.6% | +9.4% | +6.9% |
| 30D | -32.1% | -4.3% | -27.8% | -31.5% |
| 3M | -19.5% | -10.4% | -9.1% | -17.3% |
| 6M | +13.8% | +33.1% | -19.4% | +3.1% |
| YTD | +63.1% | +22.6% | +40.5% | +50.4% |
| 1Y | +57.7% | +36.5% | +21.2% | +40.7% |
| 3Y | +154.9% | -13.5% | +168.4% | +136.1% |
| 5Y | +89.3% | -49.6% | +138.9% | +101.7% |
| All | +1,947.1% | +391.0% | +1,556.1% | +1,067.7% |
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 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