+696.3%
QCOM vs DXCM
+2,529.5%
-1,833.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +6.5% |
| 7D | +0.4% | -3.5% | +3.9% | +0.9% |
| 30D | -6.6% | -5.8% | -0.8% | -5.8% |
| 3M | +3.7% | -4.3% | +8.0% | +4.1% |
| 6M | -13.3% | +31.6% | -44.9% | -18.0% |
| YTD | -1.8% | +19.6% | -21.4% | -5.8% |
| 1Y | -2.5% | +36.9% | -39.4% | -8.6% |
| 3Y | +47.0% | -16.3% | +63.2% | +43.3% |
| 5Y | +13.1% | -50.0% | +63.1% | +17.2% |
| 10Y | +224.7% | +413.2% | -188.5% | +127.1% |
| All | +696.3% | +2,529.5% | -1,833.2% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling