+28,611.5%
AAPL vs DXCM
+2,810.6%
+25,800.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | +3.0% | +6.3% | -3.4% | +2.0% |
| 3M | +2.9% | +21.1% | -18.2% | -0.5% |
| 6M | +22.1% | +20.6% | +1.5% | +17.8% |
| YTD | +18.0% | +32.4% | -14.4% | +12.1% |
| 1Y | +33.9% | +8.8% | +25.1% | +30.5% |
| 3Y | +71.2% | -13.7% | +84.9% | +65.3% |
| 5Y | +112.6% | -35.2% | +147.8% | +110.1% |
| 10Y | +1,198.8% | +281.8% | +917.0% | +859.8% |
| All | +28,611.5% | +2,810.6% | +25,800.9% | +12,726.2% |
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