+513.5%
DXCM vs QSR
+202.3%
+311.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | -2.9% | +7.9% | +6.2% |
| 30D | -0.2% | +4.1% | -4.3% | -1.8% |
| 3M | -8.9% | -0.7% | -8.2% | -8.9% |
| 6M | +42.3% | +0.4% | +41.8% | +41.4% |
| YTD | +25.6% | +13.5% | +12.0% | +18.0% |
| 1Y | +39.5% | +11.0% | +28.5% | +32.2% |
| 3Y | -15.3% | +22.0% | -37.3% | -24.0% |
| 5Y | -48.4% | +57.1% | -105.5% | -58.4% |
| 10Y | +411.4% | +138.3% | +273.1% | +235.7% |
| All | +513.5% | +202.3% | +311.2% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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