-38.6%
DXCM vs FLR
+248.0%
-286.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.7% | -4.0% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -0.3% | -0.7% | +0.4% | -0.4% |
| 3M | +10.3% | +14.3% | -4.0% | +7.0% |
| 6M | +24.1% | +25.6% | -1.5% | +17.5% |
| YTD | +27.4% | +42.9% | -15.5% | +17.4% |
| 1Y | +8.4% | +38.7% | -30.4% | -0.4% |
| 3Y | -19.0% | +61.8% | -80.8% | -32.2% |
| 5Y | -38.6% | +254.1% | -292.7% | -56.5% |
| All | -38.6% | +248.0% | -286.6% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling