+384.5%
DXCM vs APD
+191.9%
+192.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +4.9% | +3.8% | +1.1% | +3.4% |
| 30D | -0.2% | +8.2% | -8.4% | -3.1% |
| 3M | -8.9% | +4.3% | -13.2% | -10.4% |
| 6M | +42.3% | +4.7% | +37.6% | +39.0% |
| YTD | +25.6% | +31.5% | -6.0% | +10.4% |
| 1Y | +39.5% | +23.5% | +16.0% | +25.6% |
| 3Y | -15.3% | +29.1% | -44.4% | -27.2% |
| 5Y | -48.4% | +15.9% | -64.3% | -54.7% |
| All | +384.5% | +191.9% | +192.6% | +201.3% |
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