+2,777.7%
DXCM vs ACGL
+2,437.0%
+340.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +5.7% | +6.4% | -0.7% | +2.6% |
| 30D | +1.3% | +16.6% | -15.3% | -6.0% |
| 3M | +2.2% | +11.6% | -9.4% | -3.2% |
| 6M | +42.0% | +17.5% | +24.5% | +31.1% |
| YTD | +27.3% | +15.3% | +12.0% | +17.8% |
| 1Y | +42.5% | +26.3% | +16.2% | +25.9% |
| 3Y | -13.3% | +35.9% | -49.3% | -29.2% |
| 5Y | -46.8% | +168.2% | -215.0% | -70.4% |
| 10Y | +445.8% | +352.0% | +93.8% | +95.1% |
| All | +2,777.7% | +2,437.0% | +340.7% | +247.7% |
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