-37.4%
DXCM vs AJG
+76.5%
-114.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -5.8% | -8.5% | +2.7% | -1.5% |
| 30D | -5.6% | -3.8% | -1.8% | -3.9% |
| 3M | +13.0% | +10.8% | +2.2% | +6.7% |
| 6M | +24.7% | +15.6% | +9.1% | +14.5% |
| YTD | +27.3% | -5.1% | +32.5% | +29.0% |
| 1Y | +11.2% | -16.0% | +27.2% | +20.6% |
| 3Y | -19.0% | +9.7% | -28.8% | -34.3% |
| All | -37.4% | +76.5% | -114.0% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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