+2,365.1%
FAST vs DXCM
+2,810.6%
-445.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | -0.4% | -3.2% | +2.9% | +0.1% |
| 30D | -0.8% | +6.3% | -7.1% | -1.7% |
| 3M | +5.8% | +21.1% | -15.3% | +2.6% |
| 6M | +8.0% | +20.6% | -12.6% | +4.6% |
| YTD | +25.6% | +32.4% | -6.8% | +19.9% |
| 1Y | +0.8% | +8.8% | -8.0% | -1.5% |
| 3Y | +86.1% | -13.7% | +99.8% | +79.8% |
| 5Y | +100.2% | -35.2% | +135.4% | +97.1% |
| 10Y | +494.2% | +281.8% | +212.4% | +316.7% |
| All | +2,365.1% | +2,810.6% | -445.5% | +889.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling