+1,353.7%
ABBV vs DXCM
+2,213.9%
-860.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +0.1% | -9.2% | +9.2% | +1.0% |
| 30D | +5.6% | -6.5% | +12.1% | +6.2% |
| 3M | +18.7% | -10.3% | +28.9% | +19.9% |
| 6M | +47.4% | +35.4% | +12.0% | +42.2% |
| YTD | +33.0% | +21.1% | +11.9% | +29.5% |
| 1Y | +34.9% | +38.2% | -3.3% | +29.5% |
| 3Y | +135.2% | -14.6% | +149.7% | +130.1% |
| 5Y | +202.1% | -49.6% | +251.6% | +206.9% |
| 10Y | +602.6% | +393.1% | +209.5% | +404.9% |
| All | +1,353.7% | +2,213.9% | -860.2% | +863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling