+270.1%
DXCM vs IBB
+129.6%
+140.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.3% |
| 7D | -3.2% | +1.4% | -4.6% | -4.3% |
| 30D | +6.3% | +10.5% | -4.2% | -2.3% |
| 3M | +21.1% | +23.6% | -2.5% | +0.9% |
| 6M | +20.6% | +22.6% | -2.0% | +0.7% |
| YTD | +32.4% | +25.7% | +6.8% | +8.2% |
| 1Y | +8.8% | +51.4% | -42.5% | -24.2% |
| 3Y | -13.7% | +64.4% | -78.1% | -46.0% |
| 5Y | -35.2% | +22.1% | -57.3% | -47.5% |
| All | +270.1% | +129.6% | +140.4% | +86.0% |
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