-6.4%
DXCM vs ABCL
-81.0%
+74.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | -3.6% | +4.4% | -8.0% | -4.3% |
| 30D | -4.3% | -7.9% | +3.5% | -3.8% |
| 3M | -10.4% | +12.2% | -22.6% | -12.9% |
| 6M | +33.1% | +134.7% | -101.6% | +13.6% |
| YTD | +22.6% | +239.8% | -217.1% | -2.3% |
| 1Y | +36.5% | +192.7% | -156.2% | +11.0% |
| 3Y | -13.5% | +187.6% | -201.1% | -34.5% |
| 5Y | -49.6% | -22.6% | -27.0% | -54.6% |
| All | -6.4% | -81.0% | +74.6% | -10.1% |
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