+38.2%
DXCM vs ACGL
+21.3%
+16.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -9.2% | -1.4% | -7.8% | -8.7% |
| 30D | -6.5% | +12.4% | -18.8% | -9.1% |
| 3M | -10.3% | +11.1% | -21.4% | -12.5% |
| 6M | +35.4% | +16.3% | +19.1% | +32.5% |
| YTD | +21.1% | +13.8% | +7.3% | +18.2% |
| 1Y | +38.2% | +20.4% | +17.8% | +35.2% |
| All | +38.2% | +21.3% | +16.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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