-16.3%
DXCM vs APA
+24.2%
-40.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.2% |
| 7D | -3.5% | -15.5% | +12.0% | -2.2% |
| 30D | -5.8% | +2.4% | -8.2% | -6.3% |
| 3M | -4.3% | +22.8% | -27.1% | -6.6% |
| 6M | +31.6% | +17.9% | +13.6% | +28.7% |
| YTD | +19.6% | +87.7% | -68.0% | +9.3% |
| 1Y | +36.9% | +94.2% | -57.3% | +24.2% |
| 3Y | -16.3% | +27.2% | -43.5% | -24.8% |
| All | -16.3% | +24.2% | -40.5% | -24.8% |
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