-10.9%
DXCM vs ALK
+15.2%
-26.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.9% |
| 7D | +5.7% | +7.1% | -1.4% | +4.3% |
| 30D | +1.3% | -3.0% | +4.3% | +1.7% |
| 3M | +2.2% | -25.6% | +27.8% | +7.6% |
| 6M | +42.0% | +0.5% | +41.5% | +39.6% |
| YTD | +27.3% | -23.1% | +50.3% | +30.5% |
| 1Y | +42.5% | -7.5% | +50.0% | +40.5% |
| All | -10.9% | +15.2% | -26.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling