+3,800.0%
FIX vs DXCM
+421.6%
+3,378.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +9.1% |
| 7D | -7.2% | -4.4% | -2.9% | -6.8% |
| 30D | -35.1% | -3.6% | -31.5% | -35.0% |
| 3M | -34.3% | -4.3% | -29.9% | -34.2% |
| 6M | -42.9% | +33.8% | -76.7% | -46.3% |
| YTD | +19.5% | +22.1% | -2.7% | +14.1% |
| 1Y | +16.8% | +47.4% | -30.6% | +8.2% |
| 3Y | +506.7% | -12.3% | +519.0% | +484.5% |
| 5Y | +1,046.7% | -49.1% | +1,095.8% | +1,060.0% |
| 10Y | +3,800.0% | +423.1% | +3,376.9% | +2,775.7% |
| All | +3,800.0% | +421.6% | +3,378.4% | +2,775.7% |
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 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