+148.0%
ADBE vs DXCM
+266.8%
-118.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.5% |
| 7D | -12.9% | -5.8% | -7.1% | -11.6% |
| 30D | -5.6% | -5.6% | 0.0% | -4.3% |
| 3M | +6.6% | +13.0% | -6.4% | +3.4% |
| 6M | -9.6% | +24.7% | -34.2% | -14.6% |
| YTD | -28.9% | +27.3% | -56.2% | -33.4% |
| 1Y | -28.9% | +11.2% | -40.1% | -31.7% |
| 3Y | -55.6% | -19.0% | -36.6% | -57.1% |
| 5Y | -62.2% | -38.5% | -23.8% | -62.2% |
| All | +148.0% | +266.8% | -118.8% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling