+2,605.6%
DXCM vs IBB
+922.2%
+1,683.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -7.5% |
| 7D | -3.5% | -1.8% | -1.7% | -2.0% |
| 30D | -5.8% | +5.1% | -10.9% | -10.2% |
| 3M | -4.3% | +10.7% | -15.1% | -13.7% |
| 6M | +31.6% | +22.9% | +8.7% | +6.7% |
| YTD | +19.6% | +26.7% | -7.1% | -6.0% |
| 1Y | +36.9% | +35.1% | +1.8% | +1.4% |
| 3Y | -16.3% | +80.2% | -96.5% | -54.5% |
| 5Y | -50.0% | +37.8% | -87.9% | -64.5% |
| 10Y | +413.2% | +161.2% | +252.0% | +91.3% |
| All | +2,605.6% | +922.2% | +1,683.5% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling