+640.4%
FLEX vs DXCM
+421.6%
+218.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.9% | +11.6% |
| 7D | -7.2% | -4.4% | -2.8% | -6.5% |
| 30D | -34.8% | -3.6% | -31.2% | -34.4% |
| 3M | -35.6% | -4.3% | -31.2% | -35.4% |
| 6M | -45.0% | +33.8% | -78.8% | -49.3% |
| YTD | +29.4% | +22.1% | +7.2% | +21.6% |
| 1Y | +24.8% | +47.4% | -22.6% | +12.5% |
| 3Y | +304.4% | -12.3% | +316.7% | +282.9% |
| 5Y | +484.1% | -49.1% | +533.2% | +499.6% |
| 10Y | +640.4% | +423.1% | +217.3% | +447.5% |
| All | +640.4% | +421.6% | +218.8% | +447.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling