-79.1%
FIG vs DXCM
+2.6%
-81.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.3% | -3.4% |
| 7D | -16.3% | -3.2% | -13.1% | -15.0% |
| 30D | -14.3% | +6.3% | -20.7% | -16.8% |
| 3M | +7.2% | +21.1% | -13.9% | -3.4% |
| 6M | -18.6% | +20.6% | -39.2% | -27.2% |
| YTD | -35.5% | +32.4% | -67.9% | -44.8% |
| 1Y | -55.8% | +8.8% | -64.6% | -55.5% |
| All | -79.1% | +2.6% | -81.7% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling