+1,808.9%
ADI vs DXCM
+2,546.4%
-737.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -6.3% | -3.7% | -2.6% | -5.8% |
| 30D | -3.2% | -5.0% | +1.8% | -2.5% |
| 3M | +2.8% | -8.8% | +11.6% | +4.0% |
| 6M | -5.0% | +31.9% | -36.9% | -10.3% |
| YTD | +46.3% | +20.4% | +25.9% | +40.2% |
| 1Y | +71.6% | +45.7% | +25.9% | +59.3% |
| 3Y | +139.2% | -15.0% | +154.2% | +132.5% |
| 5Y | +136.4% | -48.5% | +184.9% | +143.0% |
| 10Y | +636.2% | +411.2% | +225.0% | +413.3% |
| All | +1,808.9% | +2,546.4% | -737.4% | +759.3% |
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