+251.9%
QCOM vs DXCM
+391.0%
-139.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +13.0% | -3.6% | +16.6% | +13.7% |
| 30D | +0.2% | -4.3% | +4.5% | +0.9% |
| 3M | +9.2% | -10.4% | +19.6% | +11.2% |
| 6M | -15.0% | +33.1% | -48.1% | -20.7% |
| YTD | +5.2% | +22.6% | -17.5% | -0.6% |
| 1Y | +2.4% | +36.5% | -34.2% | -5.4% |
| 3Y | +52.0% | -13.5% | +65.4% | +45.6% |
| 5Y | +19.7% | -49.6% | +69.4% | +23.0% |
| All | +251.9% | +391.0% | -139.1% | +175.3% |
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