-8.6%
DXCM vs ABCL
-80.5%
+71.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.7% | -12.7% | -6.9% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | -5.8% | -7.4% | +1.6% | -5.3% |
| 3M | -4.3% | +81.9% | -86.3% | -13.7% |
| 6M | +31.6% | +135.7% | -104.2% | +12.1% |
| YTD | +19.6% | +247.4% | -227.7% | -4.9% |
| 1Y | +36.9% | +162.3% | -125.4% | +13.1% |
| 3Y | -16.3% | +165.5% | -181.7% | -35.6% |
| 5Y | -50.0% | -21.3% | -28.7% | -55.1% |
| All | -8.6% | -80.5% | +71.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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