+2,623.0%
DXCM vs FLR
+117.5%
+2,505.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.7% | +5.1% | -8.8% | -4.9% |
| 30D | -5.0% | -0.5% | -4.5% | -5.2% |
| 3M | -8.8% | -3.5% | -5.4% | -8.6% |
| 6M | +31.9% | +16.5% | +15.4% | +24.5% |
| YTD | +20.4% | +27.3% | -6.9% | +10.1% |
| 1Y | +45.7% | +10.6% | +35.1% | +37.7% |
| 3Y | -15.0% | +39.4% | -54.4% | -28.5% |
| 5Y | -48.5% | +126.4% | -174.9% | -63.1% |
| 10Y | +411.2% | +8.4% | +402.9% | +266.9% |
| All | +2,623.0% | +117.5% | +2,505.5% | +1,076.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling