+242.6%
QCOM vs DXCM
+402.7%
-160.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.1% |
| 7D | +4.3% | +4.9% | -0.7% | +3.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.2% |
| 3M | +5.2% | -8.9% | +14.1% | +6.8% |
| 6M | -18.4% | +42.3% | -60.6% | -24.8% |
| YTD | +2.4% | +25.6% | -23.1% | -3.6% |
| 1Y | +0.9% | +39.5% | -38.6% | -7.1% |
| 3Y | +48.4% | -15.3% | +63.7% | +42.9% |
| 5Y | +16.6% | -48.4% | +65.0% | +19.2% |
| All | +242.6% | +402.7% | -160.1% | +166.7% |
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