+393.1%
DXCM vs APD
+187.5%
+205.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -9.2% | -1.2% | -8.0% | -8.7% |
| 30D | -6.5% | +11.0% | -17.5% | -10.2% |
| 3M | -10.3% | +2.6% | -12.8% | -11.2% |
| 6M | +35.4% | +4.8% | +30.6% | +32.2% |
| YTD | +21.1% | +31.0% | -9.9% | +6.6% |
| 1Y | +38.2% | +23.4% | +14.8% | +24.4% |
| 3Y | -14.6% | +28.4% | -42.9% | -26.4% |
| 5Y | -49.6% | +15.2% | -64.8% | -55.5% |
| 10Y | +393.1% | +190.7% | +202.4% | +220.1% |
| All | +393.1% | +187.5% | +205.6% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling