+411.2%
DXCM vs ALB
+34.3%
+376.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.7% |
| 7D | -3.7% | +5.3% | -8.9% | -4.6% |
| 30D | -5.0% | -6.3% | +1.3% | -4.0% |
| 3M | -8.8% | -27.4% | +18.6% | -3.9% |
| 6M | +31.9% | -53.1% | +84.9% | +49.6% |
| YTD | +20.4% | -32.3% | +52.7% | +25.5% |
| 1Y | +45.7% | -7.3% | +53.0% | +42.5% |
| 3Y | -15.0% | -14.9% | -0.1% | -22.0% |
| 5Y | -48.5% | -62.0% | +13.6% | -44.7% |
| 10Y | +411.2% | +33.0% | +378.2% | +308.1% |
| All | +411.2% | +34.3% | +376.9% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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