+39.5%
DXCM vs FIGR
-30.4%
+70.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.4% |
| 7D | +4.9% | +11.0% | -6.0% | +4.7% |
| 30D | -0.2% | +0.7% | -0.8% | -0.2% |
| 3M | -8.9% | -20.9% | +12.0% | -8.8% |
| 6M | +42.3% | -37.7% | +80.0% | +43.1% |
| YTD | +25.6% | -38.2% | +63.8% | +23.4% |
| 1Y | +39.5% | -27.1% | +66.6% | +38.3% |
| All | +39.5% | -30.4% | +70.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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