+175.7%
DXCM vs ALC
+31.8%
+143.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.9% |
| 7D | -3.5% | +4.9% | -8.4% | -5.7% |
| 30D | -5.8% | +19.0% | -24.8% | -13.9% |
| 3M | -4.3% | +7.8% | -12.1% | -8.1% |
| 6M | +31.6% | +14.6% | +17.0% | +22.4% |
| YTD | +19.6% | -4.4% | +24.1% | +21.1% |
| 1Y | +36.9% | +1.4% | +35.5% | +34.0% |
| 3Y | -16.3% | +2.5% | -18.8% | -22.7% |
| 5Y | -50.0% | -10.9% | -39.1% | -50.4% |
| All | +175.7% | +31.8% | +143.9% | +112.5% |
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