+263.3%
DXCM vs ADSK
+221.0%
+42.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | -0.3% |
| 7D | -5.8% | -10.9% | +5.1% | -1.0% |
| 30D | -5.6% | -15.9% | +10.3% | +1.5% |
| 3M | +13.0% | -4.4% | +17.4% | +14.1% |
| 6M | +24.7% | -16.6% | +41.3% | +32.8% |
| YTD | +27.3% | -28.5% | +55.8% | +44.6% |
| 1Y | +11.2% | -34.6% | +45.8% | +31.4% |
| 3Y | -19.0% | -3.5% | -15.6% | -22.0% |
| 5Y | -38.5% | -25.6% | -12.9% | -35.8% |
| All | +263.3% | +221.0% | +42.3% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling