+777.0%
FIX vs DXCM
-13.8%
+790.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | +6.0% | -3.2% | +9.2% | +6.5% |
| 30D | -7.2% | +6.3% | -13.6% | -8.2% |
| 3M | -15.9% | +21.1% | -36.9% | -18.7% |
| 6M | +12.7% | +20.6% | -7.8% | +8.7% |
| YTD | +72.8% | +32.4% | +40.4% | +63.7% |
| 1Y | +122.9% | +8.8% | +114.1% | +117.5% |
| All | +777.0% | -13.8% | +790.7% | +686.0% |
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