+473.3%
FLEX vs DXCM
-48.4%
+521.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.7% |
| 7D | +2.2% | -9.2% | +11.4% | +4.1% |
| 30D | -32.6% | -6.5% | -26.2% | -31.9% |
| 3M | -35.5% | -10.3% | -25.2% | -34.5% |
| 6M | -45.6% | +35.4% | -81.0% | -49.8% |
| YTD | +30.7% | +21.1% | +9.6% | +23.3% |
| 1Y | +28.4% | +38.2% | -9.9% | +17.7% |
| 3Y | +301.7% | -14.6% | +316.2% | +277.3% |
| 5Y | +473.3% | -49.6% | +522.8% | +529.3% |
| All | +473.3% | -48.4% | +521.6% | +529.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling