-26.0%
FSLR vs DXCM
+44.8%
-70.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -2.0% | +3.5% |
| 7D | +10.3% | +12.5% | -2.2% | +8.3% |
| 30D | +10.4% | +1.8% | +8.6% | +9.9% |
| 3M | -20.2% | +1.8% | -21.9% | -20.6% |
| 6M | -8.0% | +47.4% | -55.4% | -15.4% |
| YTD | -25.5% | +33.3% | -58.9% | -31.1% |
| 1Y | -26.0% | +44.6% | -70.6% | -31.4% |
| All | -26.0% | +44.8% | -70.8% | -31.4% |
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 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