+590.1%
ABBV vs DXCM
+411.4%
+178.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +2.8% | -3.7% | +6.4% | +3.0% |
| 30D | +7.0% | -5.0% | +11.9% | +7.3% |
| 3M | +19.2% | -8.8% | +28.1% | +20.0% |
| 6M | +47.8% | +31.9% | +15.9% | +44.0% |
| YTD | +32.5% | +20.4% | +12.1% | +29.9% |
| 1Y | +38.4% | +45.7% | -7.3% | +33.6% |
| 3Y | +134.3% | -15.0% | +149.3% | +130.5% |
| 5Y | +200.6% | -48.5% | +249.1% | +204.0% |
| 10Y | +590.1% | +411.2% | +178.9% | +491.5% |
| All | +590.1% | +411.4% | +178.7% | +491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling