+548.6%
FAST vs DXCM
+412.4%
+136.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.3% | -9.2% | +13.5% | +5.5% |
| 30D | +8.3% | -6.5% | +14.8% | +9.0% |
| 3M | +6.5% | -10.3% | +16.7% | +7.7% |
| 6M | +29.5% | +35.4% | -5.9% | +24.0% |
| YTD | +41.3% | +21.1% | +20.2% | +36.9% |
| 1Y | +37.4% | +38.2% | -0.8% | +31.0% |
| 3Y | +98.5% | -14.6% | +113.1% | +92.7% |
| 5Y | +111.1% | -49.6% | +160.7% | +114.0% |
| 10Y | +548.6% | +393.1% | +155.5% | +418.3% |
| All | +548.6% | +412.4% | +136.2% | +418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling