+316.8%
ADP vs DXCM
+410.2%
-93.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.7% | -0.4% |
| 7D | +3.2% | -3.5% | +6.7% | +3.7% |
| 30D | +14.9% | -5.8% | +20.7% | +15.7% |
| 3M | +11.6% | -4.3% | +16.0% | +12.1% |
| 6M | +48.5% | +31.6% | +16.9% | +42.5% |
| YTD | +20.6% | +19.6% | +0.9% | +16.9% |
| 1Y | +23.7% | +36.9% | -13.2% | +17.7% |
| 3Y | +47.8% | -16.3% | +64.1% | +43.7% |
| 5Y | +47.7% | -50.0% | +97.7% | +50.3% |
| All | +316.8% | +410.2% | -93.3% | +240.6% |
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