+154.6%
FTNT vs DXCM
-38.1%
+192.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.8% |
| 7D | -2.7% | -6.2% | +3.5% | -1.0% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | +10.1% | +10.3% | -0.2% | +6.6% |
| 6M | +88.2% | +24.1% | +64.1% | +75.5% |
| YTD | +98.3% | +27.4% | +70.9% | +83.1% |
| 1Y | +96.0% | +8.4% | +87.6% | +87.5% |
| 3Y | +145.8% | -19.0% | +164.8% | +131.4% |
| 5Y | +154.6% | -38.6% | +193.2% | +168.0% |
| All | +154.6% | -38.1% | +192.7% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling