+454.3%
FSLR vs DXCM
+256.6%
+197.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.0% |
| 7D | +6.8% | -6.2% | +13.0% | +8.0% |
| 30D | -14.7% | -0.3% | -14.5% | -14.8% |
| 3M | -22.6% | +10.3% | -32.9% | -24.3% |
| 6M | +12.7% | +24.1% | -11.4% | +7.5% |
| YTD | -18.4% | +27.4% | -45.7% | -22.6% |
| 1Y | +4.9% | +8.4% | -3.4% | +1.7% |
| 3Y | +16.4% | -19.0% | +35.4% | +12.5% |
| 5Y | +123.5% | -38.6% | +162.0% | +121.2% |
| 10Y | +454.3% | +252.9% | +201.4% | +357.2% |
| All | +454.3% | +256.6% | +197.7% | +357.2% |
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