+1,361.6%
AAPL vs DXCM
+391.0%
+970.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +3.2% | -3.6% | +6.8% | +3.9% |
| 30D | +4.1% | -4.3% | +8.4% | +4.7% |
| 3M | +17.5% | -10.4% | +27.9% | +19.6% |
| 6M | +20.6% | +33.1% | -12.5% | +13.0% |
| YTD | +31.0% | +22.6% | +8.4% | +24.3% |
| 1Y | +30.2% | +36.5% | -6.3% | +21.0% |
| 3Y | +92.9% | -13.5% | +106.3% | +83.8% |
| 5Y | +142.4% | -49.6% | +192.1% | +148.2% |
| All | +1,361.6% | +391.0% | +970.6% | +996.9% |
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