+14.1%
QCOM vs DXCM
-48.7%
+62.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.2% |
| 7D | +4.3% | +4.9% | -0.7% | +3.1% |
| 30D | -0.1% | -0.2% | +0.1% | -0.2% |
| 3M | +5.2% | -8.9% | +14.1% | +7.0% |
| 6M | -18.4% | +42.3% | -60.6% | -25.7% |
| YTD | +2.4% | +25.6% | -23.1% | -4.5% |
| 1Y | +0.9% | +39.5% | -38.6% | -8.3% |
| 3Y | +48.4% | -15.3% | +63.7% | +40.1% |
| All | +14.1% | -48.7% | +62.8% | +17.6% |
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 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