+39.5%
DXCM vs IBB
+29.7%
+9.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +4.9% | -0.5% | +5.5% | +5.1% |
| 30D | -0.2% | +4.6% | -4.7% | -1.4% |
| 3M | -8.9% | +6.8% | -15.7% | -10.8% |
| 6M | +42.3% | +23.1% | +19.2% | +30.5% |
| YTD | +25.6% | +26.0% | -0.5% | +14.0% |
| 1Y | +39.5% | +30.4% | +9.2% | +24.4% |
| All | +39.5% | +29.7% | +9.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling