+31,172.4%
AAPL vs DXCM
+2,546.4%
+28,626.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +5.0% | -3.7% | +8.7% | +5.6% |
| 30D | +3.5% | -5.0% | +8.5% | +4.2% |
| 3M | +13.1% | -8.8% | +21.9% | +14.4% |
| 6M | +19.0% | +31.9% | -12.8% | +13.2% |
| YTD | +28.5% | +20.4% | +8.1% | +23.6% |
| 1Y | +29.7% | +45.7% | -16.0% | +21.1% |
| 3Y | +89.2% | -15.0% | +104.3% | +83.6% |
| 5Y | +141.2% | -48.5% | +189.7% | +146.3% |
| 10Y | +1,306.6% | +411.2% | +895.4% | +904.8% |
| All | +31,172.4% | +2,546.4% | +28,626.1% | +14,043.2% |
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