+972.8%
DXCM vs ALLE
+331.3%
+641.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.7% | -3.4% |
| 7D | +5.7% | 0.0% | +5.6% | +5.7% |
| 30D | +1.3% | +20.6% | -19.3% | -6.5% |
| 3M | +2.2% | +11.4% | -9.2% | -2.7% |
| 6M | +42.0% | +42.5% | -0.6% | +21.1% |
| YTD | +27.3% | +18.9% | +8.4% | +16.5% |
| 1Y | +42.5% | +14.2% | +28.3% | +32.6% |
| 3Y | -13.3% | +90.7% | -104.0% | -37.8% |
| 5Y | -46.8% | +52.5% | -99.3% | -58.5% |
| 10Y | +445.8% | +231.2% | +214.6% | +166.9% |
| All | +972.8% | +331.3% | +641.5% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling