-48.5%
DXCM vs ABCL
-8.0%
-40.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -3.7% | +2.3% | -6.0% | -4.1% |
| 30D | -5.0% | -0.7% | -4.3% | -5.4% |
| 3M | -8.8% | +33.4% | -42.2% | -14.3% |
| 6M | +31.9% | +137.8% | -105.9% | +9.1% |
| YTD | +20.4% | +264.3% | -243.9% | -9.2% |
| 1Y | +45.7% | +209.2% | -163.4% | +12.9% |
| 3Y | -15.0% | +208.4% | -223.4% | -40.4% |
| 5Y | -48.5% | -11.9% | -36.6% | -49.2% |
| All | -48.5% | -8.0% | -40.5% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling