+2,542.6%
DXCM vs QID
-100.0%
+2,642.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.4% | -7.3% |
| 7D | -3.5% | +9.4% | -12.9% | +1.4% |
| 30D | -5.8% | +31.2% | -37.0% | +8.6% |
| 3M | -4.3% | +17.4% | -21.8% | +4.4% |
| 6M | +31.6% | +8.4% | +23.1% | +38.8% |
| YTD | +19.6% | -15.8% | +35.4% | +12.4% |
| 1Y | +36.9% | -16.3% | +53.2% | +28.7% |
| 3Y | -16.3% | -70.4% | +54.1% | -49.9% |
| 5Y | -50.0% | -74.8% | +24.8% | -65.5% |
| 10Y | +413.2% | -99.0% | +512.2% | -17.3% |
| All | +2,542.6% | -100.0% | +2,642.6% | -11.2% |
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