+48.9%
QCOM vs DXCM
-14.6%
+63.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +5.5% | -3.7% | +9.2% | +6.1% |
| 30D | -1.1% | -5.0% | +3.9% | -0.5% |
| 3M | +7.6% | -8.8% | +16.4% | +8.7% |
| 6M | -20.1% | +31.9% | -51.9% | -23.9% |
| YTD | +3.0% | +20.4% | -17.4% | -0.7% |
| 1Y | +3.2% | +45.7% | -42.5% | -3.3% |
| 3Y | +48.9% | -15.0% | +63.9% | +41.4% |
| All | +48.9% | -14.6% | +63.5% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling