+12.4%
DXCM vs Q
+66.4%
-54.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.3% | -12.3% | -6.2% |
| 7D | -3.5% | +0.3% | -3.8% | -3.4% |
| 30D | -5.8% | -9.8% | +4.0% | -5.3% |
| 3M | -4.3% | -12.2% | +7.9% | -3.7% |
| 6M | +31.6% | -21.6% | +53.2% | +31.7% |
| YTD | +19.6% | +43.6% | -23.9% | +8.4% |
| 1Y | +36.9% | +25.7% | +11.2% | +22.8% |
| All | +12.4% | +66.4% | -54.0% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling