+8.8%
DXCM vs IDXX
-16.0%
+24.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.6% |
| 7D | -3.2% | -3.5% | +0.3% | -1.5% |
| 30D | +6.3% | -8.4% | +14.8% | +10.9% |
| 3M | +21.1% | -5.2% | +26.3% | +24.1% |
| 6M | +20.6% | -17.5% | +38.0% | +29.4% |
| YTD | +32.4% | -20.9% | +53.3% | +43.4% |
| 1Y | +8.8% | -16.4% | +25.2% | +15.1% |
| All | +8.8% | -16.0% | +24.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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