+31.6%
DXCM vs ALB
-50.3%
+81.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -5.9% |
| 7D | -3.5% | +9.1% | -12.6% | -3.2% |
| 30D | -5.8% | -3.4% | -2.4% | -6.3% |
| 3M | -4.3% | -20.6% | +16.3% | -5.3% |
| 6M | +31.6% | -48.2% | +79.7% | +18.0% |
| All | +31.6% | -50.3% | +81.9% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling