-0.3%
DXCM vs ALHC
-28.9%
+28.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +6.3% | -1.0% | +7.4% | +6.3% |
| 3M | +21.1% | -10.2% | +31.2% | +19.8% |
| 6M | +20.6% | -28.3% | +48.9% | +22.0% |
| YTD | +32.4% | -31.4% | +63.9% | +34.5% |
| 1Y | +8.8% | -16.9% | +25.8% | +7.4% |
| 3Y | -13.7% | +135.5% | -149.2% | -32.6% |
| 5Y | -35.2% | -33.6% | -1.6% | -41.2% |
| All | -0.3% | -28.9% | +28.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling