+497.0%
ABBV vs DXCM
+253.0%
+243.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | -4.1% | -6.5% | +2.3% | -3.6% |
| 30D | +1.2% | -4.3% | +5.5% | +1.5% |
| 3M | +12.1% | +7.3% | +4.8% | +11.3% |
| 6M | +12.0% | +22.0% | -10.0% | +9.9% |
| YTD | +12.4% | +26.4% | -14.0% | +9.9% |
| 1Y | +22.9% | +7.0% | +16.0% | +21.5% |
| 3Y | +86.8% | -19.6% | +106.4% | +84.6% |
| 5Y | +181.0% | -39.3% | +220.3% | +179.7% |
| 10Y | +497.0% | +260.9% | +236.0% | +446.5% |
| All | +497.0% | +253.0% | +243.9% | +446.5% |
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