-36.3%
DXCM vs ACGL
+161.8%
-198.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +6.3% | -1.0% | +7.3% | +6.7% |
| 3M | +21.1% | +11.0% | +10.0% | +16.8% |
| 6M | +20.6% | -0.3% | +20.9% | +20.6% |
| YTD | +32.4% | +2.3% | +30.2% | +30.8% |
| 1Y | +8.8% | +6.4% | +2.5% | +5.7% |
| 3Y | -13.7% | +34.0% | -47.7% | -27.4% |
| All | -36.3% | +161.8% | -198.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling