-50.1%
DXCM vs ALK
-34.8%
-15.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.1% |
| 7D | -3.5% | +9.0% | -12.5% | -5.7% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -4.3% | -23.2% | +18.8% | +2.0% |
| 6M | +31.6% | -3.9% | +35.4% | +30.3% |
| YTD | +19.6% | -22.6% | +42.2% | +24.0% |
| 1Y | +36.9% | -5.3% | +42.2% | +33.2% |
| 3Y | -16.3% | +18.6% | -34.8% | -30.2% |
| All | -50.1% | -34.8% | -15.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling