-15.3%
DXCM vs ALLE
+94.0%
-109.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +4.9% | +3.6% | +1.4% | +4.2% |
| 30D | -0.2% | +25.9% | -26.1% | -4.3% |
| 3M | -8.9% | +15.8% | -24.7% | -11.2% |
| 6M | +42.3% | +48.1% | -5.8% | +31.0% |
| YTD | +25.6% | +22.0% | +3.6% | +19.8% |
| 1Y | +39.5% | +18.0% | +21.5% | +34.0% |
| 3Y | -15.3% | +93.1% | -108.4% | -22.6% |
| All | -15.3% | +94.0% | -109.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling