+3,604.4%
FIX vs DXCM
+391.0%
+3,213.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | +17.0% | -3.6% | +20.6% | +17.6% |
| 30D | -30.6% | -4.3% | -26.3% | -30.3% |
| 3M | -35.0% | -10.4% | -24.7% | -34.3% |
| 6M | -44.0% | +33.1% | -77.1% | -47.2% |
| YTD | +21.1% | +22.6% | -1.5% | +15.6% |
| 1Y | +16.3% | +36.5% | -20.3% | +9.1% |
| 3Y | +507.4% | -13.5% | +520.9% | +486.5% |
| 5Y | +1,052.1% | -49.6% | +1,101.7% | +1,066.7% |
| All | +3,604.4% | +391.0% | +3,213.4% | +2,731.5% |
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