-28.0%
ADBE vs DXCM
+8.1%
-36.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -8.9% | -6.5% | -2.4% | -7.5% |
| 30D | -6.6% | -4.3% | -2.3% | -5.6% |
| 3M | +7.1% | +7.3% | -0.1% | +4.9% |
| 6M | -9.8% | +22.0% | -31.8% | -13.6% |
| YTD | -27.2% | +26.4% | -53.6% | -30.7% |
| 1Y | -28.0% | +7.0% | -35.0% | -31.1% |
| All | -28.0% | +8.1% | -36.1% | -31.1% |
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