+38.2%
DXCM vs ALHC
-53.4%
+91.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -9.2% | -5.5% | -3.7% | -9.4% |
| 30D | -6.5% | -4.9% | -1.5% | -6.6% |
| 3M | -10.3% | -41.7% | +31.5% | -12.6% |
| 6M | +35.4% | -55.2% | +90.6% | +28.1% |
| YTD | +21.1% | -61.1% | +82.1% | +14.3% |
| 1Y | +38.2% | -53.3% | +91.6% | +27.5% |
| All | +38.2% | -53.4% | +91.6% | +27.5% |
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