+209.7%
ABT vs DXCM
+253.0%
-43.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | -6.5% | +1.7% | -3.7% |
| 30D | -3.1% | -4.3% | +1.2% | -2.4% |
| 3M | +16.1% | +7.3% | +8.9% | +14.5% |
| 6M | -5.3% | +22.0% | -27.4% | -8.8% |
| YTD | -14.4% | +26.4% | -40.8% | -18.2% |
| 1Y | -18.4% | +7.0% | -25.4% | -20.3% |
| 3Y | +11.2% | -19.6% | +30.8% | +8.5% |
| 5Y | -9.4% | -39.3% | +29.9% | -10.0% |
| 10Y | +209.7% | +260.9% | -51.2% | +164.0% |
| All | +209.7% | +253.0% | -43.3% | +164.0% |
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