+177.5%
DXCM vs ALC
+30.3%
+147.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -3.7% | +2.3% | -6.0% | -4.7% |
| 30D | -5.0% | +15.5% | -20.5% | -11.8% |
| 3M | -8.8% | +0.6% | -9.4% | -9.2% |
| 6M | +31.9% | +18.4% | +13.5% | +20.7% |
| YTD | +20.4% | -5.6% | +26.0% | +22.6% |
| 1Y | +45.7% | 0.0% | +45.7% | +43.7% |
| 3Y | -15.0% | +2.8% | -17.8% | -21.7% |
| 5Y | -48.5% | -8.8% | -39.7% | -49.4% |
| All | +177.5% | +30.3% | +147.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling