+39.3%
QCOM vs DXCM
-13.6%
+52.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.5% | -4.9% | -8.9% |
| 7D | -15.5% | +5.7% | -21.1% | -16.1% |
| 30D | -13.4% | +1.3% | -14.7% | -13.6% |
| 3M | 0.0% | +2.2% | -2.1% | -0.4% |
| 6M | -15.2% | +42.0% | -57.2% | -20.1% |
| YTD | -6.9% | +27.3% | -34.2% | -10.9% |
| 1Y | -11.0% | +42.5% | -53.4% | -16.3% |
| All | +39.3% | -13.6% | +52.9% | +29.6% |
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