+25.0%
FLEX vs DXCM
+44.8%
-19.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.6% | -19.0% | -11.5% |
| 7D | -17.0% | +12.5% | -29.5% | -16.0% |
| 30D | -33.8% | +1.8% | -35.7% | -33.4% |
| 3M | -39.0% | +1.8% | -40.8% | -38.5% |
| 6M | -15.9% | +47.4% | -63.3% | -16.8% |
| YTD | +27.8% | +33.3% | -5.5% | +30.5% |
| 1Y | +25.0% | +44.6% | -19.7% | +27.5% |
| All | +25.0% | +44.8% | -19.9% | +27.5% |
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