-38.5%
DXCM vs ALNY
+30.0%
-68.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.4% |
| 7D | -5.8% | -6.4% | +0.6% | -4.8% |
| 30D | -5.6% | +11.9% | -17.5% | -7.5% |
| 3M | +13.0% | -15.0% | +28.0% | +14.6% |
| 6M | +24.7% | -23.2% | +47.9% | +28.5% |
| YTD | +27.3% | -37.8% | +65.1% | +35.8% |
| 1Y | +11.2% | -47.3% | +58.5% | +21.7% |
| 3Y | -19.0% | +22.9% | -41.9% | -27.1% |
| 5Y | -38.5% | +30.6% | -69.0% | -48.6% |
| All | -38.5% | +30.0% | -68.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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