+654.6%
QCOM vs DXCM
+2,696.7%
-2,042.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.5% | -4.9% | -8.7% |
| 7D | -15.5% | +5.7% | -21.1% | -16.2% |
| 30D | -13.4% | +1.3% | -14.7% | -13.6% |
| 3M | 0.0% | +2.2% | -2.1% | -0.5% |
| 6M | -15.2% | +42.0% | -57.2% | -20.7% |
| YTD | -6.9% | +27.3% | -34.2% | -11.5% |
| 1Y | -11.0% | +42.5% | -53.4% | -17.0% |
| 3Y | +39.8% | -13.3% | +53.1% | +35.6% |
| 5Y | +7.2% | -46.8% | +54.0% | +10.0% |
| 10Y | +207.7% | +445.8% | -238.1% | +113.3% |
| All | +654.6% | +2,696.7% | -2,042.1% | +231.9% |
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