+8.8%
DXCM vs ADSK
-31.6%
+40.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.2% | +0.4% |
| 7D | -3.2% | -16.4% | +13.2% | +1.8% |
| 30D | +6.3% | -9.2% | +15.6% | +8.9% |
| 3M | +21.1% | -6.7% | +27.8% | +21.5% |
| 6M | +20.6% | -15.5% | +36.1% | +23.9% |
| YTD | +32.4% | -26.4% | +58.8% | +40.3% |
| 1Y | +8.8% | -31.9% | +40.7% | +15.1% |
| All | +8.8% | -31.6% | +40.4% | +15.1% |
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