-38.9%
DXCM vs ADSK
-28.4%
-10.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.5% |
| 7D | -6.5% | -14.5% | +8.0% | +0.7% |
| 30D | -4.3% | -19.3% | +15.0% | +5.5% |
| 3M | +7.3% | -7.8% | +15.1% | +10.2% |
| 6M | +22.0% | -20.8% | +42.8% | +33.9% |
| YTD | +26.4% | -30.2% | +56.6% | +47.1% |
| 1Y | +7.0% | -36.5% | +43.5% | +30.5% |
| 3Y | -19.6% | -5.7% | -13.9% | -23.3% |
| All | -38.9% | -28.4% | -10.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling