+2,894.9%
DXCM vs ACGL
+2,150.9%
+744.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | +6.3% | -1.0% | +7.3% | +6.8% |
| 3M | +21.1% | +11.0% | +10.0% | +14.8% |
| 6M | +20.6% | -0.3% | +20.9% | +20.4% |
| YTD | +32.4% | +2.3% | +30.2% | +29.9% |
| 1Y | +8.8% | +6.4% | +2.5% | +4.2% |
| 3Y | -13.7% | +34.0% | -47.7% | -29.6% |
| 5Y | -35.2% | +161.6% | -196.8% | -63.7% |
| 10Y | +281.8% | +278.6% | +3.2% | +50.2% |
| All | +2,894.9% | +2,150.9% | +744.0% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling