+24.5%
ALAB vs DXCM
+44.8%
-20.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.1% | -4.4% |
| 7D | -24.9% | +12.5% | -37.4% | -25.0% |
| 30D | -38.4% | +1.8% | -40.2% | -38.2% |
| 3M | -38.3% | +1.8% | -40.0% | -38.0% |
| 6M | +10.9% | +47.4% | -36.4% | +6.3% |
| YTD | +34.2% | +33.3% | +0.9% | +33.1% |
| 1Y | +24.5% | +44.6% | -20.1% | +26.3% |
| All | +24.5% | +44.8% | -20.3% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling