+260.9%
DXCM vs QID
-99.1%
+360.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -7.2% |
| 30D | -4.3% | +1.7% | -6.0% | -3.5% |
| 3M | +7.3% | -3.9% | +11.2% | +6.1% |
| 6M | +22.0% | -30.0% | +52.0% | +5.9% |
| YTD | +26.4% | -28.2% | +54.6% | +11.5% |
| 1Y | +7.0% | -35.6% | +42.6% | -9.6% |
| 3Y | -19.6% | -74.3% | +54.7% | -51.0% |
| 5Y | -39.3% | -80.8% | +41.5% | -60.6% |
| 10Y | +260.9% | -99.2% | +360.1% | -26.1% |
| All | +260.9% | -99.1% | +360.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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