-15.3%
DXCM vs APA
+45.9%
-61.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.3% |
| 7D | +4.9% | +8.5% | -3.6% | +4.3% |
| 30D | -0.2% | +2.8% | -2.9% | -0.6% |
| 3M | -8.9% | +21.7% | -30.6% | -10.8% |
| 6M | +42.3% | +32.6% | +9.7% | +37.9% |
| YTD | +25.6% | +103.7% | -78.1% | +14.0% |
| 1Y | +39.5% | +101.8% | -62.3% | +26.7% |
| 3Y | -15.3% | +48.1% | -63.3% | -27.8% |
| All | -15.3% | +45.9% | -61.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling