+31.6%
DXCM vs APA
+14.6%
+17.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.0% |
| 7D | -3.5% | -15.5% | +12.0% | -2.7% |
| 30D | -5.8% | +2.4% | -8.2% | -6.8% |
| 3M | -4.3% | +22.8% | -27.1% | -8.2% |
| 6M | +31.6% | +17.9% | +13.6% | +27.8% |
| All | +31.6% | +14.6% | +17.0% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling