+2,559.6%
DXCM vs QID
-100.0%
+2,659.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -0.8% |
| 7D | -3.7% | +1.8% | -5.4% | -2.2% |
| 30D | -5.0% | +21.6% | -26.6% | +5.6% |
| 3M | -8.8% | +12.6% | -21.4% | -2.4% |
| 6M | +31.9% | +6.9% | +25.0% | +38.4% |
| YTD | +20.4% | -20.5% | +40.9% | +10.0% |
| 1Y | +45.7% | -18.1% | +63.8% | +35.9% |
| 3Y | -15.0% | -70.7% | +55.7% | -49.2% |
| 5Y | -48.5% | -77.2% | +28.8% | -66.3% |
| 10Y | +411.2% | -99.0% | +510.3% | -18.0% |
| All | +2,559.6% | -100.0% | +2,659.5% | -13.1% |
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 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