+17.1%
ALAB vs DXCM
+34.7%
-17.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.2% | +6.3% |
| 7D | -26.3% | -3.5% | -22.8% | -25.9% |
| 30D | -50.1% | -5.8% | -44.3% | -49.8% |
| 3M | -42.5% | -4.3% | -38.1% | -42.2% |
| 6M | -10.8% | +31.6% | -42.4% | -13.3% |
| YTD | +14.6% | +19.6% | -5.0% | +15.5% |
| 1Y | +17.1% | +36.9% | -19.7% | +25.2% |
| All | +17.1% | +34.7% | -17.5% | +25.2% |
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