+636.4%
ADI vs DXCM
+253.0%
+383.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.6% | -6.5% | +9.1% | +3.9% |
| 30D | -4.6% | -4.3% | -0.3% | -3.9% |
| 3M | -9.5% | +7.3% | -16.8% | -11.3% |
| 6M | +14.8% | +22.0% | -7.2% | +9.2% |
| YTD | +35.8% | +26.4% | +9.4% | +28.1% |
| 1Y | +48.9% | +7.0% | +41.9% | +44.5% |
| 3Y | +115.6% | -19.6% | +135.2% | +109.1% |
| 5Y | +135.1% | -39.3% | +174.4% | +133.2% |
| 10Y | +636.4% | +260.9% | +375.5% | +506.4% |
| All | +636.4% | +253.0% | +383.4% | +506.4% |
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