-48.1%
DXCM vs ALB
-64.0%
+15.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +4.9% | -5.8% | +10.7% | +5.8% |
| 30D | -0.2% | -4.5% | +4.4% | +0.4% |
| 3M | -8.9% | -28.1% | +19.2% | -4.7% |
| 6M | +42.3% | -53.2% | +95.5% | +58.3% |
| YTD | +25.6% | -33.3% | +58.9% | +30.0% |
| 1Y | +39.5% | -17.4% | +57.0% | +39.0% |
| 3Y | -15.3% | -14.1% | -1.1% | -22.5% |
| All | -48.1% | -64.0% | +15.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling