+2,605.6%
DXCM vs ALB
+683.9%
+1,921.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.3% |
| 7D | -3.5% | +9.1% | -12.6% | -6.1% |
| 30D | -5.8% | -3.4% | -2.4% | -5.0% |
| 3M | -4.3% | -20.6% | +16.3% | +1.9% |
| 6M | +31.6% | -48.2% | +79.7% | +58.1% |
| YTD | +19.6% | -29.2% | +48.9% | +26.6% |
| 1Y | +36.9% | +10.0% | +26.9% | +24.0% |
| 3Y | -16.3% | -12.9% | -3.4% | -28.8% |
| 5Y | -50.0% | -61.3% | +11.3% | -46.2% |
| 10Y | +413.2% | +35.8% | +377.3% | +164.3% |
| All | +2,605.6% | +683.9% | +1,921.7% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling