+2,894.9%
DXCM vs APD
+798.7%
+2,096.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -3.2% | -2.2% | -1.0% | -1.9% |
| 30D | +6.3% | +2.1% | +4.2% | +5.0% |
| 3M | +21.1% | +7.2% | +13.9% | +15.1% |
| 6M | +20.6% | +11.2% | +9.3% | +11.2% |
| YTD | +32.4% | +24.4% | +8.0% | +13.2% |
| 1Y | +8.8% | +6.7% | +2.2% | +1.1% |
| 3Y | -13.7% | +9.2% | -23.0% | -25.0% |
| 5Y | -35.2% | +27.4% | -62.5% | -50.0% |
| 10Y | +281.8% | +164.8% | +117.0% | +59.2% |
| All | +2,894.9% | +798.7% | +2,096.2% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling