+25.7%
DXCM vs FRMI
-78.1%
+103.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.7% |
| 7D | -5.5% | +7.4% | -13.0% | -5.4% |
| 30D | -8.6% | -27.6% | +19.1% | -9.0% |
| 3M | +10.3% | -20.9% | +31.2% | +10.2% |
| 6M | +25.2% | -36.6% | +61.8% | +25.8% |
| YTD | +25.1% | -31.3% | +56.4% | +25.5% |
| All | +25.7% | -78.1% | +103.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling