+682.6%
ABT vs DXCM
+2,546.4%
-1,863.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.0% | -3.7% | +4.6% | +1.4% |
| 30D | +11.6% | -5.0% | +16.6% | +12.2% |
| 3M | +2.3% | -8.8% | +11.1% | +3.4% |
| 6M | +32.7% | +31.9% | +0.9% | +28.4% |
| YTD | -9.6% | +20.4% | -30.1% | -11.9% |
| 1Y | -10.1% | +45.7% | -55.8% | -14.2% |
| 3Y | +25.2% | -15.0% | +40.2% | +23.0% |
| 5Y | -4.5% | -48.5% | +43.9% | -2.8% |
| 10Y | +228.3% | +411.2% | -183.0% | +163.8% |
| All | +682.6% | +2,546.4% | -1,863.7% | +425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling