+25,988.7%
FIX vs DXCM
+2,810.6%
+23,178.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | +6.0% | -3.2% | +9.2% | +6.6% |
| 30D | -7.2% | +6.3% | -13.6% | -8.4% |
| 3M | -15.9% | +21.1% | -36.9% | -19.3% |
| 6M | +12.7% | +20.6% | -7.8% | +7.8% |
| YTD | +72.8% | +32.4% | +40.4% | +62.3% |
| 1Y | +122.9% | +8.8% | +114.1% | +115.7% |
| 3Y | +774.3% | -13.7% | +788.1% | +744.3% |
| 5Y | +2,049.5% | -35.2% | +2,084.7% | +2,024.9% |
| 10Y | +5,821.5% | +281.8% | +5,539.7% | +3,720.6% |
| All | +25,988.7% | +2,810.6% | +23,178.1% | +8,612.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling