+1.3%
FSLR vs DXCM
+11.0%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | 0.0% | -3.2% | +3.2% | 0.0% |
| 30D | -13.7% | +6.3% | -20.0% | -13.6% |
| 3M | -35.1% | +21.1% | -56.2% | -34.5% |
| 6M | +3.6% | +20.6% | -16.9% | +2.6% |
| YTD | -21.7% | +32.4% | -54.2% | -21.2% |
| 1Y | +1.3% | +8.8% | -7.6% | +1.8% |
| All | +1.3% | +11.0% | -9.7% | +1.8% |
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 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