-6.7%
DXCM vs ABCL
-79.5%
+72.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.4% |
| 7D | -4.4% | +12.4% | -16.8% | -6.0% |
| 30D | -3.6% | -0.4% | -3.3% | -4.0% |
| 3M | -4.3% | +80.4% | -84.7% | -13.6% |
| 6M | +33.8% | +138.5% | -104.8% | +14.0% |
| YTD | +22.1% | +265.5% | -243.3% | -3.6% |
| 1Y | +47.4% | +219.7% | -172.3% | +18.4% |
| 3Y | -12.3% | +209.4% | -221.7% | -34.2% |
| 5Y | -49.1% | -15.0% | -34.1% | -54.6% |
| All | -6.7% | -79.5% | +72.8% | -11.3% |
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