-7.4%
ABT vs DXCM
-48.7%
+41.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.8% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | +6.0% | -0.2% | +6.2% | +6.0% |
| 3M | -1.9% | -8.9% | +7.0% | -0.4% |
| 6M | +31.2% | +42.3% | -11.1% | +23.2% |
| YTD | -11.2% | +25.6% | -36.8% | -15.2% |
| 1Y | -14.0% | +39.5% | -53.5% | -19.3% |
| 3Y | +20.7% | -15.3% | +35.9% | +15.7% |
| All | -7.4% | -48.7% | +41.3% | -10.8% |
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