+2,780.1%
DXCM vs ADSK
+546.0%
+2,234.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.7% |
| 7D | -6.2% | -14.3% | +8.1% | +0.3% |
| 30D | -0.3% | -14.8% | +14.5% | +6.6% |
| 3M | +10.3% | -5.7% | +16.0% | +12.2% |
| 6M | +24.1% | -18.7% | +42.8% | +33.8% |
| YTD | +27.4% | -28.3% | +55.7% | +44.3% |
| 1Y | +8.4% | -35.1% | +43.4% | +28.2% |
| 3Y | -19.0% | -3.2% | -15.8% | -21.7% |
| 5Y | -38.6% | -26.7% | -11.9% | -34.7% |
| 10Y | +252.9% | +208.4% | +44.5% | +84.1% |
| All | +2,780.1% | +546.0% | +2,234.1% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling