+216.5%
QCOM vs DXCM
+410.2%
-193.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +6.7% |
| 7D | +0.4% | -3.5% | +3.9% | +1.0% |
| 30D | -6.6% | -5.8% | -0.8% | -5.7% |
| 3M | +3.7% | -4.3% | +8.0% | +4.2% |
| 6M | -13.3% | +31.6% | -44.9% | -19.0% |
| YTD | -1.8% | +19.6% | -21.4% | -6.7% |
| 1Y | -2.5% | +36.9% | -39.4% | -10.0% |
| 3Y | +47.0% | -16.3% | +63.2% | +41.7% |
| 5Y | +13.1% | -50.0% | +63.1% | +16.4% |
| All | +216.5% | +410.2% | -193.7% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling