+63.3%
QBTS vs DXCM
+2.7%
+60.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -22.5% | +6.3% | -28.8% | -23.3% |
| 3M | -40.0% | +21.1% | -61.1% | -42.3% |
| 6M | -12.3% | +20.6% | -32.9% | -15.7% |
| YTD | -36.6% | +32.4% | -69.0% | -40.0% |
| 1Y | +8.4% | +8.8% | -0.4% | +5.5% |
| 3Y | +1,380.4% | -13.7% | +1,394.1% | +1,350.8% |
| 5Y | +69.7% | -35.2% | +104.9% | +70.6% |
| All | +63.3% | +2.7% | +60.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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