+140.6%
ADI vs DXCM
-35.6%
+176.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +0.4% | -3.2% | +3.7% | +1.1% |
| 30D | -3.8% | +6.3% | -10.1% | -5.1% |
| 3M | -15.3% | +21.1% | -36.3% | -19.3% |
| 6M | +6.7% | +20.6% | -13.9% | +1.3% |
| YTD | +34.8% | +32.4% | +2.3% | +25.0% |
| 1Y | +49.0% | +8.8% | +40.2% | +43.8% |
| 3Y | +108.1% | -13.7% | +121.8% | +95.4% |
| All | +140.6% | -35.6% | +176.2% | +132.6% |
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