+18.0%
DXCM vs Q
+68.3%
-50.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.5% |
| 7D | +4.9% | +1.2% | +3.8% | +4.8% |
| 30D | -0.2% | -2.7% | +2.5% | -0.1% |
| 3M | -8.9% | -16.9% | +8.0% | -7.9% |
| 6M | +42.3% | -26.9% | +69.1% | +44.6% |
| YTD | +25.6% | +45.2% | -19.7% | +13.7% |
| 1Y | +39.5% | +38.1% | +1.4% | +25.6% |
| All | +18.0% | +68.3% | -50.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling