-83.2%
FIG vs DXCM
-2.8%
-80.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.6% |
| 7D | +3.4% | +4.9% | -1.5% | +1.1% |
| 30D | -9.5% | -0.2% | -9.3% | -9.2% |
| 3M | -26.2% | -8.9% | -17.3% | -22.8% |
| 6M | +2.7% | +42.3% | -39.6% | -13.4% |
| YTD | -48.0% | +25.6% | -73.5% | -54.3% |
| 1Y | -52.0% | +39.5% | -91.6% | -59.8% |
| All | -83.2% | -2.8% | -80.4% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling