+393.1%
DXCM vs ALLE
+212.2%
+180.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -9.2% | -0.8% | -8.4% | -8.9% |
| 30D | -6.5% | +27.4% | -33.8% | -14.5% |
| 3M | -10.3% | +13.8% | -24.1% | -14.7% |
| 6M | +35.4% | +45.5% | -10.1% | +16.9% |
| YTD | +21.1% | +21.4% | -0.3% | +11.2% |
| 1Y | +38.2% | +15.4% | +22.9% | +29.4% |
| 3Y | -14.6% | +91.7% | -106.3% | -36.4% |
| 5Y | -49.6% | +54.5% | -104.1% | -60.0% |
| 10Y | +393.1% | +210.5% | +182.6% | +227.0% |
| All | +393.1% | +212.2% | +180.9% | +227.0% |
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