+2,825.1%
DXCM vs QID
-100.0%
+2,925.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.2% |
| 7D | -3.2% | -0.6% | -2.6% | -3.5% |
| 30D | +6.3% | 0.0% | +6.3% | +6.4% |
| 3M | +21.1% | +3.7% | +17.4% | +24.4% |
| 6M | +20.6% | -29.9% | +50.4% | +2.1% |
| YTD | +32.4% | -28.8% | +61.2% | +13.6% |
| 1Y | +8.8% | -37.2% | +46.0% | -11.9% |
| 3Y | -13.7% | -73.7% | +60.0% | -51.2% |
| 5Y | -35.2% | -80.7% | +45.6% | -61.2% |
| 10Y | +281.8% | -99.1% | +380.9% | -41.8% |
| All | +2,825.1% | -100.0% | +2,925.1% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling