+424.8%
FLEX vs DXCM
-48.7%
+473.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.5% |
| 7D | +7.5% | +4.9% | +2.5% | +6.5% |
| 30D | -25.3% | -0.2% | -25.1% | -25.4% |
| 3M | -39.7% | -8.9% | -30.8% | -38.9% |
| 6M | -47.9% | +42.3% | -90.1% | -52.4% |
| YTD | +24.1% | +25.6% | -1.5% | +16.3% |
| 1Y | +26.0% | +39.5% | -13.6% | +15.4% |
| 3Y | +282.7% | -15.3% | +298.0% | +261.8% |
| All | +424.8% | -48.7% | +473.5% | +467.8% |
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