+39.5%
DXCM vs ALHC
-55.7%
+95.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.3% |
| 7D | +4.9% | +0.3% | +4.7% | +5.0% |
| 30D | -0.2% | -10.6% | +10.4% | -0.6% |
| 3M | -8.9% | -45.3% | +36.4% | -11.6% |
| 6M | +42.3% | -59.7% | +102.0% | +35.2% |
| YTD | +25.6% | -62.7% | +88.3% | +18.3% |
| 1Y | +39.5% | -56.1% | +95.6% | +27.9% |
| All | +39.5% | -55.7% | +95.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling