-12.4%
DXCM vs ALB
-34.0%
+21.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.7% |
| 7D | -3.2% | -8.1% | +4.9% | -2.6% |
| 30D | +6.3% | +6.3% | +0.1% | +5.8% |
| 3M | +21.1% | -23.6% | +44.7% | +23.5% |
| 6M | +20.6% | -24.6% | +45.2% | +22.3% |
| YTD | +32.4% | -10.3% | +42.7% | +31.9% |
| 1Y | +8.8% | +61.5% | -52.6% | +2.0% |
| All | -12.4% | -34.0% | +21.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling