+420.4%
FIX vs DXCM
-13.6%
+434.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.0% | -11.1% |
| 7D | -27.2% | +5.7% | -32.9% | -27.8% |
| 30D | -46.9% | +1.3% | -48.2% | -47.1% |
| 3M | -44.4% | +2.2% | -46.6% | -44.8% |
| 6M | -50.9% | +42.0% | -92.9% | -54.0% |
| YTD | +3.5% | +27.3% | -23.7% | -1.0% |
| 1Y | -2.1% | +42.5% | -44.6% | -7.9% |
| All | +420.4% | -13.6% | +434.0% | +364.0% |
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