+98.5%
FLEX vs DXCM
+11.0%
+87.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.9% |
| 30D | -10.1% | +6.3% | -16.5% | -10.2% |
| 3M | -31.3% | +21.1% | -52.4% | -30.9% |
| 6M | +71.3% | +20.6% | +50.7% | +72.7% |
| YTD | +81.2% | +32.4% | +48.8% | +80.4% |
| 1Y | +98.5% | +8.8% | +89.7% | +94.5% |
| All | +98.5% | +11.0% | +87.5% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling