+423.1%
DXCM vs ALLY
+201.0%
+222.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.8% |
| 7D | -4.4% | -0.2% | -4.1% | -4.2% |
| 30D | -3.6% | +3.4% | -7.1% | -4.5% |
| 3M | -4.3% | -11.1% | +6.7% | -1.2% |
| 6M | +33.8% | -11.5% | +45.2% | +38.2% |
| YTD | +22.1% | -12.3% | +34.5% | +26.2% |
| 1Y | +47.4% | +1.1% | +46.3% | +46.2% |
| 3Y | -12.3% | +64.8% | -77.1% | -26.3% |
| 5Y | -49.1% | -6.9% | -42.2% | -51.4% |
| 10Y | +423.1% | +194.9% | +228.2% | +211.8% |
| All | +423.1% | +201.0% | +222.1% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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