+495.8%
FSLR vs DXCM
+410.2%
+85.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.0% | +8.7% | +3.8% |
| 7D | +15.3% | -3.5% | +18.8% | +16.0% |
| 30D | +11.7% | -5.8% | +17.5% | +12.7% |
| 3M | -17.6% | -4.3% | -13.3% | -17.3% |
| 6M | -7.7% | +31.6% | -39.3% | -13.1% |
| YTD | -23.0% | +19.6% | -42.7% | -26.4% |
| 1Y | -26.0% | +36.9% | -62.9% | -31.0% |
| 3Y | +36.9% | -16.3% | +53.1% | +31.2% |
| 5Y | +72.9% | -50.0% | +122.9% | +78.1% |
| All | +495.8% | +410.2% | +85.6% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling