-57.0%
FIG vs DXCM
+40.2%
-97.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +2.6% | -3.6% | +6.2% | +4.4% |
| 30D | -13.1% | -4.3% | -8.7% | -10.8% |
| 3M | -20.3% | -10.4% | -10.0% | -15.6% |
| 6M | -2.1% | +33.1% | -35.2% | -16.6% |
| YTD | -49.4% | +22.6% | -72.0% | -56.8% |
| 1Y | -57.0% | +36.5% | -93.5% | -67.7% |
| All | -57.0% | +40.2% | -97.2% | -67.7% |
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