+1,664.6%
ADI vs DXCM
+2,529.5%
-864.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.7% |
| 7D | -12.8% | -3.5% | -9.3% | -12.4% |
| 30D | -11.3% | -5.8% | -5.5% | -10.6% |
| 3M | -3.4% | -4.3% | +1.0% | -3.0% |
| 6M | -12.0% | +31.6% | -43.6% | -16.9% |
| YTD | +35.3% | +19.6% | +15.6% | +29.7% |
| 1Y | +58.1% | +36.9% | +21.2% | +48.2% |
| 3Y | +127.4% | -16.3% | +143.6% | +121.5% |
| 5Y | +114.6% | -50.0% | +164.6% | +121.6% |
| 10Y | +589.3% | +413.2% | +176.2% | +380.3% |
| All | +1,664.6% | +2,529.5% | -864.9% | +695.0% |
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