-56.3%
FIG vs DXCM
+47.0%
-103.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.1% |
| 7D | -12.6% | -4.4% | -8.3% | -10.3% |
| 30D | -13.8% | -3.6% | -10.2% | -11.9% |
| 3M | -16.7% | -4.3% | -12.4% | -14.7% |
| 6M | -6.1% | +33.8% | -39.9% | -19.4% |
| YTD | -48.1% | +22.1% | -70.2% | -55.0% |
| All | -56.3% | +47.0% | -103.3% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling