-48.5%
DXCM vs ALK
-28.6%
-19.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -3.7% | +12.9% | -16.6% | -6.7% |
| 30D | -5.0% | +5.5% | -10.5% | -6.5% |
| 3M | -8.8% | -12.1% | +3.3% | -6.2% |
| 6M | +31.9% | +1.7% | +30.1% | +28.6% |
| YTD | +20.4% | -17.4% | +37.8% | +22.7% |
| 1Y | +45.7% | -1.9% | +47.7% | +40.7% |
| 3Y | -15.0% | +21.2% | -36.3% | -29.0% |
| 5Y | -48.5% | -27.8% | -20.7% | -48.1% |
| All | -48.5% | -28.6% | -19.9% | -48.1% |
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