-16.2%
DXCM vs QID
-74.8%
+58.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.4% |
| 30D | +6.3% | 0.0% | +6.3% | +6.4% |
| 3M | +21.1% | +3.7% | +17.4% | +23.4% |
| 6M | +20.6% | -29.9% | +50.4% | +8.8% |
| YTD | +32.4% | -28.8% | +61.2% | +20.5% |
| 1Y | +8.8% | -37.2% | +46.0% | -4.6% |
| All | -16.2% | -74.8% | +58.6% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling