+1,206.6%
ADP vs DXCM
+2,810.6%
-1,604.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -3.4% | -3.2% | -0.2% | -3.1% |
| 30D | +2.8% | +6.3% | -3.6% | +2.0% |
| 3M | +20.9% | +21.1% | -0.2% | +18.1% |
| 6M | +29.9% | +20.6% | +9.3% | +26.6% |
| YTD | +9.6% | +32.4% | -22.8% | +5.7% |
| 1Y | -5.3% | +8.8% | -14.1% | -7.0% |
| 3Y | +16.5% | -13.7% | +30.2% | +13.5% |
| 5Y | +49.4% | -35.2% | +84.6% | +47.9% |
| 10Y | +282.2% | +281.8% | +0.4% | +198.2% |
| All | +1,206.6% | +2,810.6% | -1,604.0% | +599.3% |
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