+2,780.1%
DXCM vs ALNY
+2,855.7%
-75.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.3% |
| 7D | -6.2% | +5.7% | -11.9% | -7.5% |
| 30D | -0.3% | +18.7% | -18.9% | -4.3% |
| 3M | +10.3% | -11.0% | +21.3% | +11.3% |
| 6M | +24.1% | -18.9% | +43.0% | +27.5% |
| YTD | +27.4% | -34.6% | +62.0% | +37.1% |
| 1Y | +8.4% | -42.8% | +51.2% | +19.8% |
| 3Y | -19.0% | +29.1% | -48.1% | -29.9% |
| 5Y | -38.6% | +39.6% | -78.2% | -50.4% |
| 10Y | +252.9% | +253.8% | -0.8% | +90.5% |
| All | +2,780.1% | +2,855.7% | -75.6% | +770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling