+249.6%
ALAB vs DXCM
-39.9%
+289.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.1% | +11.6% | +13.4% |
| 7D | -5.6% | -4.4% | -1.2% | -4.8% |
| 30D | -36.6% | -3.6% | -33.0% | -36.3% |
| 3M | -35.1% | -4.3% | -30.8% | -34.8% |
| 6M | +8.5% | +33.8% | -25.2% | +1.2% |
| YTD | +30.4% | +22.1% | +8.2% | +23.7% |
| 1Y | +31.0% | +47.4% | -16.4% | +19.6% |
| All | +249.6% | -39.9% | +289.5% | +229.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling