+272.9%
DXCM vs ALLE
+144.1%
+128.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.3% | -6.8% | +13.1% | +9.1% |
| 3M | +21.1% | +21.0% | +0.1% | +12.1% |
| 6M | +20.6% | +1.1% | +19.5% | +19.3% |
| YTD | +32.4% | -0.5% | +33.0% | +31.2% |
| 1Y | +8.8% | -7.3% | +16.1% | +10.4% |
| 3Y | -13.7% | +42.3% | -56.0% | -28.1% |
| 5Y | -35.2% | +13.5% | -48.6% | -42.6% |
| All | +272.9% | +144.1% | +128.8% | +150.3% |
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