-48.1%
DXCM vs ADM
+26.4%
-74.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.1% |
| 7D | +4.9% | +4.2% | +0.7% | +4.5% |
| 30D | -0.2% | -12.8% | +12.7% | +1.2% |
| 3M | -8.9% | -8.5% | -0.4% | -8.2% |
| 6M | +42.3% | -10.9% | +53.2% | +43.6% |
| YTD | +25.6% | +29.4% | -3.9% | +20.0% |
| 1Y | +39.5% | +27.5% | +12.0% | +33.6% |
| 3Y | -15.3% | +10.3% | -25.6% | -17.9% |
| All | -48.1% | +26.4% | -74.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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