+626.9%
FLEX vs DXCM
+411.4%
+215.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.4% |
| 7D | -13.6% | -3.7% | -10.0% | -13.1% |
| 30D | -36.5% | -5.0% | -31.5% | -36.0% |
| 3M | -36.4% | -8.8% | -27.6% | -35.6% |
| 6M | -46.5% | +31.9% | -78.3% | -50.5% |
| YTD | +25.9% | +20.4% | +5.5% | +18.7% |
| 1Y | +19.6% | +45.7% | -26.2% | +8.0% |
| 3Y | +287.0% | -15.0% | +302.0% | +269.1% |
| 5Y | +466.6% | -48.5% | +515.1% | +480.1% |
| 10Y | +626.9% | +411.2% | +215.7% | +439.4% |
| All | +626.9% | +411.4% | +215.5% | +439.4% |
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