+114.3%
ADI vs DXCM
-50.2%
+164.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.9% |
| 7D | -12.8% | -3.5% | -9.3% | -12.3% |
| 30D | -11.3% | -5.8% | -5.5% | -10.4% |
| 3M | -3.4% | -4.3% | +1.0% | -2.9% |
| 6M | -12.0% | +31.6% | -43.6% | -18.6% |
| YTD | +35.3% | +19.6% | +15.6% | +27.7% |
| 1Y | +58.1% | +36.9% | +21.2% | +44.7% |
| 3Y | +127.4% | -16.3% | +143.6% | +113.6% |
| All | +114.3% | -50.2% | +164.4% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling