+2,894.9%
DXCM vs FLR
+142.2%
+2,752.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -3.2% | +5.4% | -8.6% | -4.5% |
| 30D | +6.3% | +11.4% | -5.0% | +2.9% |
| 3M | +21.1% | +11.4% | +9.7% | +16.5% |
| 6M | +20.6% | +16.6% | +3.9% | +13.6% |
| YTD | +32.4% | +41.7% | -9.3% | +18.6% |
| 1Y | +8.8% | +35.4% | -26.6% | -2.4% |
| 3Y | -13.7% | +57.3% | -71.0% | -29.4% |
| 5Y | -35.2% | +241.0% | -276.2% | -58.3% |
| 10Y | +281.8% | +16.6% | +265.2% | +169.1% |
| All | +2,894.9% | +142.2% | +2,752.7% | +1,167.2% |
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