+2,779.4%
DXCM vs IDXX
+3,616.3%
-836.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.7% |
| 7D | -5.8% | -4.3% | -1.5% | -3.4% |
| 30D | -5.6% | -13.7% | +8.0% | +2.4% |
| 3M | +13.0% | -9.1% | +22.1% | +19.0% |
| 6M | +24.7% | -15.4% | +40.1% | +36.7% |
| YTD | +27.3% | -25.1% | +52.5% | +49.1% |
| 1Y | +11.2% | -20.6% | +31.8% | +24.6% |
| 3Y | -19.0% | +8.7% | -27.8% | -30.8% |
| 5Y | -38.5% | -25.7% | -12.8% | -35.1% |
| 10Y | +263.6% | +360.6% | -97.0% | +22.8% |
| All | +2,779.4% | +3,616.3% | -836.9% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling