+30.9%
QCOM vs DXCM
-35.5%
+66.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +3.3% | -3.2% | +6.5% | +4.1% |
| 30D | +7.7% | +6.3% | +1.4% | +6.1% |
| 3M | -30.1% | +21.1% | -51.1% | -33.5% |
| 6M | +22.8% | +20.6% | +2.3% | +16.4% |
| YTD | +0.2% | +32.4% | -32.2% | -7.4% |
| 1Y | +7.9% | +8.8% | -1.0% | +3.9% |
| 3Y | +55.8% | -13.7% | +69.6% | +46.7% |
| All | +30.9% | -35.5% | +66.4% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling