+105.0%
FAST vs DXCM
-46.6%
+151.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | -0.1% |
| 7D | +0.7% | +5.7% | -5.0% | 0.0% |
| 30D | +4.6% | +1.3% | +3.4% | +4.3% |
| 3M | +6.4% | +2.2% | +4.2% | +5.9% |
| 6M | +20.6% | +42.0% | -21.4% | +15.1% |
| YTD | +34.7% | +27.3% | +7.4% | +30.0% |
| 1Y | +29.7% | +42.5% | -12.8% | +23.4% |
| 3Y | +89.9% | -13.3% | +103.3% | +82.7% |
| 5Y | +105.0% | -46.8% | +151.8% | +103.0% |
| All | +105.0% | -46.6% | +151.6% | +103.0% |
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