-46.8%
DXCM vs ALK
-33.9%
-12.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.7% |
| 7D | +5.7% | +7.1% | -1.4% | +3.8% |
| 30D | +1.3% | -3.0% | +4.3% | +1.9% |
| 3M | +2.2% | -25.6% | +27.8% | +9.9% |
| 6M | +42.0% | +0.5% | +41.5% | +38.8% |
| YTD | +27.3% | -23.1% | +50.3% | +32.2% |
| 1Y | +42.5% | -7.5% | +50.0% | +39.6% |
| 3Y | -13.3% | +15.3% | -28.7% | -26.9% |
| 5Y | -46.8% | -34.8% | -12.0% | -45.1% |
| All | -46.8% | -33.9% | -12.9% | -45.1% |
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