-5.9%
ABT vs DXCM
+44.8%
-50.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.6% | -1.1% | +3.9% |
| 7D | +12.5% | +12.5% | 0.0% | +9.4% |
| 30D | +16.1% | +1.8% | +14.3% | +15.4% |
| 3M | +10.2% | +1.8% | +8.4% | +9.5% |
| 6M | +33.7% | +47.4% | -13.7% | +24.1% |
| YTD | -5.5% | +33.3% | -38.8% | -11.9% |
| 1Y | -5.9% | +44.6% | -50.5% | -13.3% |
| All | -5.9% | +44.8% | -50.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling