+257.0%
DXCM vs IDXX
+360.5%
-103.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.5% | -5.7% | +0.2% | -2.5% |
| 30D | -8.6% | -11.5% | +3.0% | -2.4% |
| 3M | +10.3% | -9.5% | +19.9% | +16.2% |
| 6M | +25.2% | -16.0% | +41.2% | +37.1% |
| YTD | +25.1% | -25.4% | +50.5% | +45.4% |
| 1Y | +9.2% | -21.8% | +31.0% | +22.7% |
| 3Y | -22.6% | +7.0% | -29.7% | -33.0% |
| 5Y | -39.5% | -26.0% | -13.6% | -36.1% |
| All | +257.0% | +360.5% | -103.5% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling