+1,237.1%
AAPL vs DXCM
+253.0%
+984.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.0% | -6.5% | +3.5% | -1.8% |
| 30D | +2.3% | -4.3% | +6.6% | +3.1% |
| 3M | +8.6% | +7.3% | +1.3% | +6.6% |
| 6M | +21.6% | +22.0% | -0.5% | +16.1% |
| YTD | +16.3% | +26.4% | -10.1% | +10.2% |
| 1Y | +35.1% | +7.0% | +28.1% | +31.2% |
| 3Y | +79.4% | -19.6% | +99.0% | +73.5% |
| 5Y | +109.8% | -39.3% | +149.1% | +107.3% |
| 10Y | +1,237.1% | +260.9% | +976.1% | +944.3% |
| All | +1,237.1% | +253.0% | +984.0% | +944.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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