+3,380.5%
DXCM vs QXO
-5.4%
+3,385.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -6.5% | -3.9% | -2.6% | -6.5% |
| 30D | -4.3% | -17.4% | +13.1% | -4.2% |
| 3M | +7.3% | -22.5% | +29.8% | +7.4% |
| 6M | +22.0% | -41.4% | +63.4% | +22.4% |
| YTD | +26.4% | -34.1% | +60.5% | +26.6% |
| 1Y | +7.0% | -40.8% | +47.8% | +7.3% |
| 3Y | -19.6% | -43.9% | +24.3% | -20.8% |
| 5Y | -39.3% | -69.6% | +30.3% | -40.2% |
| 10Y | +260.9% | +41.0% | +220.0% | +257.1% |
| All | +3,380.5% | -5.4% | +3,385.9% | +3,600.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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