+48.7%
ADP vs DXCM
-48.7%
+97.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | +2.2% | +4.9% | -2.8% | +1.5% |
| 30D | +10.6% | -0.2% | +10.7% | +10.4% |
| 3M | +12.9% | -8.9% | +21.8% | +14.2% |
| 6M | +50.6% | +42.3% | +8.4% | +43.3% |
| YTD | +23.2% | +25.6% | -2.4% | +18.8% |
| 1Y | +25.3% | +39.5% | -14.3% | +19.0% |
| 3Y | +47.1% | -15.3% | +62.4% | +41.6% |
| All | +48.7% | -48.7% | +97.4% | +51.1% |
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 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