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  • FLEX vs DXCM✓SelectedUSD · DXCMFLEX vs DXCM performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs DXCM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,199.8%
DXCM return
+2,810.6%
Excess return
-1,610.8%
Maximum drawdown
-88.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDXCMExcessAlpha
1D+1.5%-2.0%+3.5%+1.9%
7D-0.9%-3.2%+2.3%-0.2%
30D-10.1%+6.3%-16.5%-11.4%
3M-31.3%+21.1%-52.4%-34.8%
6M+71.3%+20.6%+50.7%+62.0%
YTD+81.2%+32.4%+48.8%+67.7%
1Y+98.5%+8.8%+89.7%+90.5%
3Y+428.2%-13.7%+442.0%+402.6%
5Y+657.3%-35.2%+692.4%+644.3%
10Y+995.9%+281.8%+714.1%+569.9%
All+1,199.8%+2,810.6%-1,610.8%+233.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling