+894.6%
FIX vs DXCM
-46.6%
+941.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.0% | -10.8% |
| 7D | -27.2% | +5.7% | -32.9% | -28.1% |
| 30D | -46.9% | +1.3% | -48.2% | -47.2% |
| 3M | -44.4% | +2.2% | -46.6% | -45.0% |
| 6M | -50.9% | +42.0% | -92.9% | -54.9% |
| YTD | +3.5% | +27.3% | -23.7% | -2.7% |
| 1Y | -2.1% | +42.5% | -44.6% | -10.1% |
| 3Y | +418.7% | -13.3% | +432.1% | +392.0% |
| 5Y | +894.6% | -46.8% | +941.4% | +919.8% |
| All | +894.6% | -46.6% | +941.2% | +919.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling