-50.1%
DXCM vs ALHC
-64.2%
+14.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.7% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | -5.8% | -14.2% | +8.4% | -4.6% |
| 3M | -4.3% | -45.1% | +40.8% | +0.7% |
| 6M | +31.6% | -59.5% | +91.1% | +40.3% |
| YTD | +19.6% | -62.8% | +82.5% | +28.1% |
| 1Y | +36.9% | -55.5% | +92.4% | +42.6% |
| 3Y | -16.3% | +25.7% | -42.0% | -30.7% |
| All | -50.1% | -64.2% | +14.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling