+31,368.0%
AAPL vs DXCM
+2,584.4%
+28,783.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | +3.7% | -4.4% | +8.0% | +4.3% |
| 30D | +4.2% | -3.6% | +7.8% | +4.6% |
| 3M | +12.0% | -4.3% | +16.4% | +12.5% |
| 6M | +19.8% | +33.8% | -14.0% | +13.7% |
| YTD | +29.3% | +22.1% | +7.2% | +24.2% |
| 1Y | +31.1% | +47.4% | -16.3% | +22.2% |
| 3Y | +94.9% | -12.3% | +107.1% | +88.2% |
| 5Y | +138.1% | -49.1% | +187.2% | +143.5% |
| 10Y | +1,276.0% | +423.1% | +852.8% | +879.7% |
| All | +31,368.0% | +2,584.4% | +28,783.6% | +14,101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling