-61.2%
ADBE vs DXCM
-38.1%
-23.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.4% | -2.5% |
| 7D | -10.1% | -6.2% | -3.9% | -8.6% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | +5.0% | +10.3% | -5.3% | +2.3% |
| 6M | -9.3% | +24.1% | -33.4% | -14.4% |
| YTD | -26.5% | +27.4% | -53.9% | -31.3% |
| 1Y | -28.3% | +8.4% | -36.6% | -30.7% |
| 3Y | -54.1% | -19.0% | -35.1% | -56.1% |
| 5Y | -61.2% | -38.6% | -22.6% | -60.8% |
| All | -61.2% | -38.1% | -23.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling