+96.9%
FTNT vs DXCM
+8.1%
+88.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.7% | -6.5% | +8.2% | +2.2% |
| 30D | -4.3% | -4.3% | 0.0% | -3.9% |
| 3M | +13.6% | +7.3% | +6.3% | +13.2% |
| 6M | +87.6% | +22.0% | +65.6% | +86.0% |
| YTD | +98.0% | +26.4% | +71.6% | +96.5% |
| 1Y | +96.9% | +7.0% | +89.9% | +86.0% |
| All | +96.9% | +8.1% | +88.8% | +86.0% |
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