+411.2%
DXCM vs IBB
+130.8%
+280.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.6% |
| 7D | -3.7% | +0.8% | -4.5% | -4.3% |
| 30D | -5.0% | +5.2% | -10.2% | -8.9% |
| 3M | -8.8% | +8.6% | -17.4% | -15.5% |
| 6M | +31.9% | +27.8% | +4.0% | +5.9% |
| YTD | +20.4% | +28.8% | -8.4% | -4.3% |
| 1Y | +45.7% | +36.4% | +9.3% | +10.4% |
| 3Y | -15.0% | +89.3% | -104.4% | -53.6% |
| 5Y | -48.5% | +43.3% | -91.7% | -63.6% |
| 10Y | +411.2% | +130.6% | +280.6% | +157.4% |
| All | +411.2% | +130.8% | +280.5% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling