+272.3%
ALAB vs DXCM
-40.4%
+312.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.7% |
| 7D | +3.4% | -9.2% | +12.6% | +5.3% |
| 30D | -28.8% | -6.5% | -22.3% | -28.0% |
| 3M | -26.0% | -10.3% | -15.7% | -24.7% |
| 6M | +11.4% | +35.4% | -24.1% | +3.5% |
| YTD | +38.8% | +21.1% | +17.7% | +32.0% |
| 1Y | +37.8% | +38.2% | -0.4% | +27.6% |
| All | +272.3% | -40.4% | +312.7% | +251.1% |
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