+230.9%
QCOM vs DXCM
+421.6%
-190.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | +5.8% | -4.4% | +10.1% | +6.7% |
| 30D | -2.3% | -3.6% | +1.3% | -1.7% |
| 3M | +2.7% | -4.3% | +7.0% | +3.2% |
| 6M | -21.0% | +33.8% | -54.8% | -26.5% |
| YTD | +1.8% | +22.1% | -20.3% | -3.6% |
| 1Y | +2.4% | +47.4% | -45.0% | -6.8% |
| 3Y | +52.1% | -12.3% | +64.4% | +45.3% |
| 5Y | +14.6% | -49.1% | +63.7% | +17.6% |
| 10Y | +230.9% | +423.1% | -192.2% | +158.1% |
| All | +230.9% | +421.6% | -190.7% | +158.1% |
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