+207.4%
ALAB vs DXCM
-41.1%
+248.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.2% | +7.3% |
| 7D | -26.3% | -3.5% | -22.8% | -25.8% |
| 30D | -50.1% | -5.8% | -44.3% | -49.6% |
| 3M | -42.5% | -4.3% | -38.1% | -42.3% |
| 6M | -10.8% | +31.6% | -42.4% | -16.7% |
| YTD | +14.6% | +19.6% | -5.0% | +9.2% |
| 1Y | +17.1% | +36.9% | -19.7% | +8.4% |
| All | +207.4% | -41.1% | +248.6% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling