+23.0%
DXCM vs ALNY
-18.0%
+41.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.6% |
| 7D | -6.2% | +5.7% | -11.9% | -6.7% |
| 30D | -0.3% | +18.7% | -18.9% | -2.0% |
| 3M | +10.3% | -11.0% | +21.3% | +10.8% |
| All | +23.0% | -18.0% | +41.0% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling