+2,894.9%
DXCM vs APA
+4.9%
+2,890.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.3% |
| 7D | -3.2% | +0.5% | -3.8% | -3.3% |
| 30D | +6.3% | +23.4% | -17.1% | +1.5% |
| 3M | +21.1% | +12.7% | +8.4% | +17.5% |
| 6M | +20.6% | +39.4% | -18.8% | +10.4% |
| YTD | +32.4% | +79.0% | -46.5% | +14.4% |
| 1Y | +8.8% | +88.8% | -80.0% | -7.9% |
| 3Y | -13.7% | +6.4% | -20.1% | -20.1% |
| 5Y | -35.2% | +153.0% | -188.2% | -53.7% |
| 10Y | +281.8% | +7.5% | +274.3% | +156.2% |
| All | +2,894.9% | +4.9% | +2,890.0% | +1,543.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling