+205.2%
DXCM vs ALC
+24.0%
+181.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | -3.2% | -2.1% | -1.1% | -2.2% |
| 30D | +6.3% | -0.1% | +6.4% | +6.3% |
| 3M | +21.1% | +5.9% | +15.2% | +17.4% |
| 6M | +20.6% | -15.9% | +36.5% | +30.8% |
| YTD | +32.4% | -10.1% | +42.5% | +38.4% |
| 1Y | +8.8% | -10.2% | +19.1% | +13.6% |
| 3Y | -13.7% | -13.6% | -0.2% | -12.1% |
| 5Y | -35.2% | -15.1% | -20.0% | -34.0% |
| All | +205.2% | +24.0% | +181.1% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling