+105.3%
FAST vs DXCM
-48.7%
+154.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | +4.2% | +4.9% | -0.8% | +3.6% |
| 30D | +6.7% | -0.2% | +6.8% | +6.5% |
| 3M | +8.0% | -8.9% | +17.0% | +9.0% |
| 6M | +27.4% | +42.3% | -14.8% | +21.6% |
| YTD | +40.5% | +25.6% | +14.9% | +35.8% |
| 1Y | +38.4% | +39.5% | -1.2% | +32.1% |
| 3Y | +98.7% | -15.3% | +114.0% | +91.8% |
| All | +105.3% | -48.7% | +154.1% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling