-83.2%
FIG vs DXCM
-5.4%
-77.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.1% |
| 7D | -12.6% | -4.4% | -8.3% | -10.4% |
| 30D | -13.8% | -3.6% | -10.2% | -12.1% |
| 3M | -16.7% | -4.3% | -12.4% | -14.8% |
| 6M | -6.1% | +33.8% | -39.9% | -18.7% |
| YTD | -48.1% | +22.1% | -70.2% | -53.9% |
| 1Y | -56.2% | +47.4% | -103.6% | -64.0% |
| All | -83.2% | -5.4% | -77.8% | -81.8% |
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