+423.1%
DXCM vs ALLE
+233.6%
+189.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.1% |
| 7D | -4.4% | -0.6% | -3.7% | -4.1% |
| 30D | -3.6% | +26.6% | -30.2% | -11.7% |
| 3M | -4.3% | +13.2% | -17.5% | -8.9% |
| 6M | +33.8% | +42.9% | -9.1% | +16.2% |
| YTD | +22.1% | +21.0% | +1.1% | +12.3% |
| 1Y | +47.4% | +15.2% | +32.2% | +38.1% |
| 3Y | -12.3% | +95.6% | -107.9% | -35.3% |
| 5Y | -49.1% | +53.4% | -102.5% | -59.5% |
| 10Y | +423.1% | +221.5% | +201.6% | +242.6% |
| All | +423.1% | +233.6% | +189.5% | +242.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling