-28.5%
ADBE vs DXCM
+37.5%
-66.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -3.2% | -3.6% | +0.4% | -2.3% |
| 30D | +1.0% | -4.3% | +5.3% | +2.0% |
| 3M | -7.8% | -10.4% | +2.6% | -5.2% |
| 6M | -1.0% | +33.1% | -34.1% | -7.1% |
| YTD | -31.8% | +22.6% | -54.5% | -36.0% |
| All | -28.5% | +37.5% | -66.0% | -34.1% |
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