-38.6%
DXCM vs QID
-80.7%
+42.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.7% |
| 7D | -6.2% | -2.7% | -3.5% | -7.3% |
| 30D | -0.3% | +1.8% | -2.1% | +0.5% |
| 3M | +10.3% | -2.2% | +12.5% | +10.0% |
| 6M | +24.1% | -32.1% | +56.3% | +6.5% |
| YTD | +27.4% | -28.6% | +55.9% | +12.3% |
| 1Y | +8.4% | -36.3% | +44.7% | -8.6% |
| 3Y | -19.0% | -74.4% | +55.4% | -51.4% |
| 5Y | -38.6% | -80.8% | +42.2% | -58.7% |
| All | -38.6% | -80.7% | +42.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling