+494.2%
FIX vs DXCM
-13.9%
+508.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | +9.4% | +4.9% | +4.5% | +8.9% |
| 30D | -27.8% | -0.2% | -27.6% | -27.9% |
| 3M | -35.6% | -8.9% | -26.6% | -35.0% |
| 6M | -45.2% | +42.3% | -87.5% | -48.7% |
| YTD | +19.5% | +25.6% | -6.1% | +14.3% |
| 1Y | +24.2% | +39.5% | -15.3% | +17.1% |
| 3Y | +494.2% | -15.3% | +509.4% | +448.3% |
| All | +494.2% | -13.9% | +508.1% | +448.3% |
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