-50.1%
DXCM vs APA
+71.7%
-121.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.3% |
| 7D | -3.5% | -15.5% | +12.0% | -1.5% |
| 30D | -5.8% | +2.4% | -8.2% | -6.4% |
| 3M | -4.3% | +22.8% | -27.1% | -7.5% |
| 6M | +31.6% | +17.9% | +13.6% | +27.6% |
| YTD | +19.6% | +87.7% | -68.0% | +6.6% |
| 1Y | +36.9% | +94.2% | -57.3% | +21.1% |
| 3Y | -16.3% | +27.2% | -43.5% | -23.5% |
| All | -50.1% | +71.7% | -121.8% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling