+499.2%
DXCM vs QSR
+202.6%
+296.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | -3.6% | -3.9% | +0.3% | -2.0% |
| 30D | -4.3% | +5.9% | -10.2% | -6.6% |
| 3M | -10.4% | +1.7% | -12.0% | -11.2% |
| 6M | +33.1% | -1.9% | +35.0% | +33.7% |
| YTD | +22.6% | +13.6% | +9.0% | +15.2% |
| 1Y | +36.5% | +13.1% | +23.4% | +28.3% |
| 3Y | -13.5% | +21.8% | -35.3% | -22.3% |
| 5Y | -49.6% | +57.2% | -106.9% | -59.4% |
| 10Y | +399.5% | +138.5% | +261.0% | +227.7% |
| All | +499.2% | +202.6% | +296.7% | +259.0% |
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