-16.3%
DXCM vs ALB
-16.8%
+0.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.1% |
| 7D | -3.5% | +9.1% | -12.6% | -4.2% |
| 30D | -5.8% | -3.4% | -2.4% | -5.6% |
| 3M | -4.3% | -20.6% | +16.3% | -2.7% |
| 6M | +31.6% | -48.2% | +79.7% | +38.6% |
| YTD | +19.6% | -29.2% | +48.9% | +21.2% |
| 1Y | +36.9% | +10.0% | +26.9% | +32.9% |
| 3Y | -16.3% | -12.9% | -3.4% | -20.5% |
| All | -16.3% | -16.8% | +0.6% | -20.5% |
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 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