+373.3%
DXCM vs ALB
+34.2%
+339.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -3.6% | -3.6% | -0.1% | -3.0% |
| 30D | -4.3% | -2.9% | -1.4% | -3.9% |
| 3M | -10.4% | -25.8% | +15.5% | -5.8% |
| 6M | +33.1% | -53.6% | +86.7% | +51.6% |
| YTD | +22.6% | -32.4% | +55.0% | +27.9% |
| 1Y | +36.5% | -13.0% | +49.6% | +35.1% |
| 3Y | -13.5% | -15.0% | +1.5% | -20.7% |
| 5Y | -49.6% | -63.5% | +13.9% | -45.4% |
| All | +373.3% | +34.2% | +339.0% | +238.5% |
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