+648.6%
ADBE vs DXCM
+2,560.6%
-1,912.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -4.4% | -9.2% | +4.8% | -2.6% |
| 30D | -0.2% | -6.5% | +6.3% | +0.9% |
| 3M | -9.9% | -10.3% | +0.4% | -8.2% |
| 6M | -3.5% | +35.4% | -38.9% | -9.3% |
| YTD | -32.1% | +21.1% | -53.2% | -35.1% |
| 1Y | -28.7% | +38.2% | -66.9% | -33.6% |
| 3Y | -60.2% | -14.6% | -45.6% | -61.5% |
| 5Y | -63.1% | -49.6% | -13.5% | -61.4% |
| 10Y | +129.2% | +393.1% | -263.9% | +53.6% |
| All | +648.6% | +2,560.6% | -1,912.0% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling