+373.3%
DXCM vs ALK
-45.1%
+418.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.2% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -4.3% | +3.3% | -7.6% | -5.0% |
| 3M | -10.4% | -17.6% | +7.2% | -7.5% |
| 6M | +33.1% | +0.8% | +32.3% | +31.3% |
| YTD | +22.6% | -22.4% | +45.0% | +25.8% |
| 1Y | +36.5% | -10.1% | +46.6% | +36.1% |
| 3Y | -13.5% | +14.0% | -27.4% | -19.2% |
| 5Y | -49.6% | -29.8% | -19.8% | -49.6% |
| All | +373.3% | -45.1% | +418.4% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling