-46.8%
DXCM vs ABCL
-30.0%
-16.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.8% | -3.1% |
| 7D | +5.7% | -14.9% | +20.6% | +8.0% |
| 30D | +1.3% | -15.4% | +16.6% | +3.3% |
| 3M | +2.2% | +88.0% | -85.8% | -10.1% |
| 6M | +42.0% | +138.8% | -96.8% | +16.9% |
| YTD | +27.3% | +225.4% | -198.2% | -2.3% |
| 1Y | +42.5% | +137.3% | -94.8% | +15.5% |
| 3Y | -13.3% | +136.8% | -150.1% | -35.3% |
| 5Y | -46.8% | -26.2% | -20.6% | -46.2% |
| All | -46.8% | -30.0% | -16.8% | -46.2% |
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