-50.1%
DXCM vs ALLE
+49.9%
-100.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -5.6% |
| 7D | -3.5% | -0.6% | -2.9% | -3.2% |
| 30D | -5.8% | +25.3% | -31.1% | -14.0% |
| 3M | -4.3% | +10.3% | -14.6% | -8.2% |
| 6M | +31.6% | +38.0% | -6.5% | +14.1% |
| YTD | +19.6% | +17.8% | +1.9% | +10.3% |
| 1Y | +36.9% | +13.6% | +23.3% | +28.1% |
| 3Y | -16.3% | +89.2% | -105.5% | -42.8% |
| All | -50.1% | +49.9% | -100.0% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling