+17.2%
ABNB vs DXCM
+1.1%
+16.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -7.4% | -6.5% | -1.0% | -5.5% |
| 30D | -8.2% | -4.3% | -3.9% | -6.9% |
| 3M | +29.1% | +7.3% | +21.9% | +25.7% |
| 6M | +26.6% | +22.0% | +4.5% | +18.0% |
| YTD | +25.0% | +26.4% | -1.4% | +15.1% |
| 1Y | +37.0% | +7.0% | +30.0% | +31.4% |
| 3Y | +16.3% | -19.6% | +35.9% | +11.1% |
| 5Y | +2.2% | -39.3% | +41.5% | -0.5% |
| All | +17.2% | +1.1% | +16.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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