+44.6%
DXCM vs ALLE
+18.6%
+26.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.9% | +6.4% |
| 7D | +12.5% | +6.7% | +5.9% | +11.5% |
| 30D | +1.8% | +25.4% | -23.6% | -1.6% |
| 3M | +1.8% | +16.9% | -15.2% | -0.2% |
| 6M | +47.4% | +46.6% | +0.8% | +35.8% |
| YTD | +33.3% | +22.4% | +10.9% | +26.5% |
| 1Y | +44.6% | +17.7% | +26.9% | +38.9% |
| All | +44.6% | +18.6% | +26.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling