-12.3%
DXCM vs QS
-20.8%
+8.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +1.9% |
| 7D | -4.4% | +13.7% | -18.0% | -4.6% |
| 30D | -3.6% | -0.2% | -3.4% | -3.7% |
| 3M | -4.3% | -24.8% | +20.5% | -3.8% |
| 6M | +33.8% | -39.4% | +73.1% | +34.7% |
| YTD | +22.1% | -56.1% | +78.3% | +23.6% |
| 1Y | +47.4% | -72.5% | +119.9% | +50.2% |
| 3Y | -12.3% | -16.3% | +4.0% | -19.4% |
| All | -12.3% | -20.8% | +8.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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