+423.1%
DXCM vs ALK
-37.5%
+460.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +0.8% |
| 7D | -4.4% | +8.9% | -13.3% | -5.9% |
| 30D | -3.6% | +5.9% | -9.6% | -4.8% |
| 3M | -4.3% | -16.5% | +12.2% | -1.5% |
| 6M | +33.8% | +2.1% | +31.7% | +31.6% |
| YTD | +22.1% | -17.1% | +39.2% | +23.8% |
| 1Y | +47.4% | -2.9% | +50.3% | +44.9% |
| 3Y | -12.3% | +24.5% | -36.7% | -19.5% |
| 5Y | -49.1% | -29.1% | -20.0% | -49.3% |
| 10Y | +423.1% | -39.1% | +462.2% | +426.6% |
| All | +423.1% | -37.5% | +460.6% | +426.6% |
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