-80.3%
FIG vs DXCM
-1.4%
-78.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.8% | -3.8% |
| 7D | -16.4% | -6.2% | -10.1% | -13.7% |
| 30D | -2.3% | -0.3% | -2.1% | -2.1% |
| 3M | +7.8% | +10.3% | -2.5% | +1.7% |
| 6M | -21.8% | +24.1% | -46.0% | -30.6% |
| YTD | -39.1% | +27.4% | -66.5% | -47.0% |
| 1Y | -56.6% | +8.4% | -65.0% | -57.5% |
| All | -80.3% | -1.4% | -78.9% | -79.1% |
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