+7,268.8%
FTNT vs DXCM
+4,218.0%
+3,050.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | -3.0% | -4.4% | +1.4% | -1.9% |
| 30D | -37.1% | -3.6% | -33.5% | -36.7% |
| 3M | -23.3% | -4.3% | -18.9% | -22.8% |
| 6M | +7.4% | +33.8% | -26.4% | -2.0% |
| YTD | +54.2% | +22.1% | +32.1% | +43.5% |
| 1Y | +49.7% | +47.4% | +2.3% | +32.2% |
| 3Y | +146.6% | -12.3% | +158.8% | +130.6% |
| 5Y | +75.4% | -49.1% | +124.5% | +85.6% |
| 10Y | +1,828.7% | +423.1% | +1,405.5% | +984.3% |
| All | +7,268.8% | +4,218.0% | +3,050.9% | +1,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling