+145.8%
FTNT vs DXCM
-19.4%
+165.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.2% |
| 7D | -2.7% | -6.2% | +3.5% | -2.0% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | +10.1% | +10.3% | -0.2% | +8.7% |
| 6M | +88.2% | +24.1% | +64.1% | +83.2% |
| YTD | +98.3% | +27.4% | +70.9% | +92.3% |
| 1Y | +96.0% | +8.4% | +87.6% | +92.8% |
| 3Y | +145.8% | -19.0% | +164.8% | +147.6% |
| All | +145.8% | -19.4% | +165.2% | +147.6% |
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