+100.6%
FLEX vs DXCM
+8.9%
+91.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +8.9% | +7.2% |
| 7D | +5.7% | -5.5% | +11.3% | +5.6% |
| 30D | -7.0% | -8.6% | +1.5% | -7.1% |
| 3M | -23.8% | +10.3% | -34.2% | -23.2% |
| 6M | +82.6% | +25.2% | +57.4% | +80.8% |
| YTD | +91.6% | +25.1% | +66.5% | +90.2% |
| 1Y | +100.6% | +9.2% | +91.3% | +99.9% |
| All | +100.6% | +8.9% | +91.6% | +99.9% |
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