-7.0%
ABT vs DXCM
-35.5%
+28.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -3.7% | -3.2% | -0.5% | -3.1% |
| 30D | +2.5% | +6.3% | -3.9% | +1.4% |
| 3M | +20.2% | +21.1% | -0.9% | +16.1% |
| 6M | -2.9% | +20.6% | -23.5% | -6.4% |
| YTD | -11.9% | +32.4% | -44.4% | -16.5% |
| 1Y | -16.5% | +8.8% | -25.4% | -18.7% |
| 3Y | +12.1% | -13.7% | +25.9% | +7.1% |
| All | -7.0% | -35.5% | +28.5% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling