-19.0%
DXCM vs FLR
+60.4%
-79.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.7% | -3.9% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | +10.3% | +14.3% | -4.0% | +7.9% |
| 6M | +24.1% | +25.6% | -1.5% | +19.1% |
| YTD | +27.4% | +42.9% | -15.5% | +19.9% |
| 1Y | +8.4% | +38.7% | -30.4% | +1.6% |
| 3Y | -19.0% | +61.8% | -80.8% | -29.4% |
| All | -19.0% | +60.4% | -79.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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