+2,605.6%
DXCM vs APD
+809.3%
+1,796.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.1% |
| 7D | -3.5% | -3.7% | +0.2% | -1.2% |
| 30D | -5.8% | +9.6% | -15.4% | -10.7% |
| 3M | -4.3% | +1.6% | -6.0% | -5.3% |
| 6M | +31.6% | +2.2% | +29.4% | +28.2% |
| YTD | +19.6% | +25.9% | -6.2% | +1.5% |
| 1Y | +36.9% | +20.1% | +16.7% | +18.8% |
| 3Y | -16.3% | +12.4% | -28.7% | -28.3% |
| 5Y | -50.0% | +11.1% | -61.1% | -57.7% |
| 10Y | +413.2% | +190.1% | +223.0% | +100.5% |
| All | +2,605.6% | +809.3% | +1,796.3% | +285.9% |
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