+404.2%
DXCM vs APD
+185.9%
+218.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.4% |
| 7D | -3.5% | -3.7% | +0.2% | -2.0% |
| 30D | -5.8% | +9.6% | -15.4% | -9.1% |
| 3M | -4.3% | +1.6% | -6.0% | -5.0% |
| 6M | +31.6% | +2.2% | +29.4% | +29.6% |
| YTD | +19.6% | +25.9% | -6.2% | +7.1% |
| 1Y | +36.9% | +20.1% | +16.7% | +24.5% |
| 3Y | -16.3% | +12.4% | -28.7% | -23.8% |
| 5Y | -50.0% | +11.1% | -61.1% | -55.3% |
| All | +404.2% | +185.9% | +218.3% | +231.4% |
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