+547.2%
DXCM vs QSR
+218.5%
+328.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +2.4% | -5.7% | -4.2% |
| 30D | +6.3% | +7.6% | -1.3% | +3.0% |
| 3M | +21.1% | +12.6% | +8.5% | +15.0% |
| 6M | +20.6% | +14.4% | +6.2% | +13.4% |
| YTD | +32.4% | +19.6% | +12.8% | +22.0% |
| 1Y | +8.8% | +33.9% | -25.0% | -4.8% |
| 3Y | -13.7% | +27.1% | -40.8% | -24.0% |
| 5Y | -35.2% | +48.5% | -83.7% | -46.8% |
| 10Y | +281.8% | +126.2% | +155.6% | +153.3% |
| All | +547.2% | +218.5% | +328.6% | +280.1% |
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