-25.9%
ADBE vs DXCM
+44.8%
-70.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.7% | -0.8% |
| 7D | -0.5% | +12.5% | -13.1% | -3.6% |
| 30D | +4.1% | +1.8% | +2.2% | +3.4% |
| 3M | -3.5% | +1.8% | -5.3% | -4.1% |
| 6M | -2.2% | +47.4% | -49.5% | -10.2% |
| YTD | -29.0% | +33.3% | -62.3% | -34.6% |
| 1Y | -25.9% | +44.6% | -70.5% | -33.2% |
| All | -25.9% | +44.8% | -70.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling