+3,653.2%
FIX vs DXCM
+410.2%
+3,243.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.0% | +11.4% | +6.3% |
| 7D | -17.5% | -3.5% | -14.0% | -17.2% |
| 30D | -41.6% | -5.8% | -35.8% | -41.3% |
| 3M | -40.6% | -4.3% | -36.2% | -40.6% |
| 6M | -49.4% | +31.6% | -80.9% | -52.3% |
| YTD | +9.2% | +19.6% | -10.5% | +4.6% |
| 1Y | +6.5% | +36.9% | -30.4% | -0.2% |
| 3Y | +448.7% | -16.3% | +465.0% | +432.4% |
| 5Y | +948.7% | -50.0% | +998.7% | +963.4% |
| All | +3,653.2% | +410.2% | +3,243.0% | +2,701.2% |
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 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