+662.8%
ABT vs DXCM
+2,810.6%
-2,147.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | +2.5% | +6.3% | -3.9% | +1.8% |
| 3M | +20.2% | +21.1% | -0.9% | +17.4% |
| 6M | -2.9% | +20.6% | -23.5% | -5.2% |
| YTD | -11.9% | +32.4% | -44.4% | -15.0% |
| 1Y | -16.5% | +8.8% | -25.4% | -18.0% |
| 3Y | +12.1% | -13.7% | +25.9% | +9.7% |
| 5Y | -7.4% | -35.2% | +27.8% | -8.0% |
| 10Y | +210.7% | +281.8% | -71.1% | +154.4% |
| All | +662.8% | +2,810.6% | -2,147.8% | +406.6% |
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