+2,894.9%
DXCM vs ALK
+511.3%
+2,383.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.5% |
| 7D | -3.2% | -0.7% | -2.6% | -3.1% |
| 30D | +6.3% | -19.2% | +25.6% | +12.6% |
| 3M | +21.1% | -1.5% | +22.6% | +20.2% |
| 6M | +20.6% | -13.1% | +33.6% | +22.8% |
| YTD | +32.4% | -16.4% | +48.9% | +35.3% |
| 1Y | +8.8% | -33.1% | +41.9% | +17.6% |
| 3Y | -13.7% | +0.6% | -14.4% | -21.3% |
| 5Y | -35.2% | -26.4% | -8.8% | -36.3% |
| 10Y | +281.8% | -34.2% | +316.0% | +231.6% |
| All | +2,894.9% | +511.3% | +2,383.6% | +799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling