+44.6%
DXCM vs ADSK
-10.6%
+55.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.0% | -0.4% | +4.5% |
| 7D | +12.5% | +11.4% | +1.1% | +9.1% |
| 30D | +1.8% | +21.9% | -20.1% | -3.9% |
| 3M | +1.8% | +13.9% | -12.1% | -2.5% |
| 6M | +47.4% | +9.1% | +38.3% | +40.5% |
| YTD | +33.3% | -8.8% | +42.1% | +35.5% |
| 1Y | +44.6% | -10.2% | +54.8% | +48.1% |
| All | +44.6% | -10.6% | +55.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling