+252.9%
DXCM vs APA
-0.7%
+253.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.7% | -4.1% |
| 7D | -6.2% | -1.7% | -4.5% | -6.0% |
| 30D | -0.3% | +15.7% | -16.0% | -2.1% |
| 3M | +10.3% | +16.5% | -6.1% | +8.1% |
| 6M | +24.1% | +35.1% | -11.0% | +18.6% |
| YTD | +27.4% | +82.2% | -54.9% | +16.9% |
| 1Y | +8.4% | +102.5% | -94.1% | -2.2% |
| 3Y | -19.0% | +10.3% | -29.3% | -23.0% |
| 5Y | -38.6% | +166.1% | -204.7% | -48.5% |
| 10Y | +252.9% | -4.9% | +257.8% | +169.4% |
| All | +252.9% | -0.7% | +253.6% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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