-21.2%
DXCM vs FLNC
-63.7%
+42.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +0.9% |
| 7D | -5.8% | -5.0% | -0.8% | -5.7% |
| 30D | -5.6% | -26.1% | +20.5% | -5.0% |
| 3M | +13.0% | -55.2% | +68.2% | +15.0% |
| 6M | +24.7% | -42.6% | +67.3% | +24.8% |
| YTD | +27.3% | -51.0% | +78.3% | +27.5% |
| 1Y | +11.2% | +43.3% | -32.1% | +5.1% |
| All | -21.2% | -63.7% | +42.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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