+146.6%
FTNT vs DXCM
-13.1%
+159.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.8% |
| 7D | -3.0% | -4.4% | +1.4% | -2.5% |
| 30D | -37.1% | -3.6% | -33.5% | -36.9% |
| 3M | -23.3% | -4.3% | -18.9% | -23.0% |
| 6M | +7.4% | +33.8% | -26.4% | +3.4% |
| YTD | +54.2% | +22.1% | +32.1% | +49.9% |
| 1Y | +49.7% | +47.4% | +2.3% | +42.4% |
| 3Y | +146.6% | -12.3% | +158.8% | +136.3% |
| All | +146.6% | -13.1% | +159.6% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling