+36.9%
DXCM vs ADVB
-77.7%
+114.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.2% | -10.2% | -5.9% |
| 7D | -3.5% | -13.9% | +10.4% | -3.8% |
| 30D | -5.8% | -68.1% | +62.3% | -8.1% |
| 3M | -4.3% | -73.4% | +69.0% | -6.9% |
| 6M | +31.6% | -70.8% | +102.4% | +28.6% |
| YTD | +19.6% | -66.1% | +85.7% | +18.4% |
| 1Y | +36.9% | -77.5% | +114.4% | +46.4% |
| All | +36.9% | -77.7% | +114.5% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling