+13.8%
DXCM vs Q
+80.0%
-66.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.4% |
| 7D | -9.2% | +6.6% | -15.7% | -9.4% |
| 30D | -6.5% | +2.7% | -9.2% | -6.6% |
| 3M | -10.3% | -8.4% | -1.9% | -9.7% |
| 6M | +35.4% | -17.3% | +52.7% | +35.7% |
| YTD | +21.1% | +55.3% | -34.2% | +9.3% |
| 1Y | +38.2% | +31.5% | +6.8% | +23.3% |
| All | +13.8% | +80.0% | -66.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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