+9.6%
FSLR vs DXCM
-13.8%
+23.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -13.7% | +6.3% | -20.0% | -14.0% |
| 3M | -35.1% | +21.1% | -56.2% | -35.8% |
| 6M | +3.6% | +20.6% | -16.9% | +2.2% |
| YTD | -21.7% | +32.4% | -54.2% | -23.2% |
| 1Y | +1.3% | +8.8% | -7.6% | +0.7% |
| All | +9.6% | -13.8% | +23.4% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling