+393.1%
DXCM vs IONS
-29.6%
+422.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -9.2% | -29.4% | +20.3% | -2.1% |
| 30D | -6.5% | -35.1% | +28.6% | +2.8% |
| 3M | -10.3% | -48.9% | +38.6% | +4.0% |
| 6M | +35.4% | -62.4% | +97.8% | +67.3% |
| YTD | +21.1% | -64.2% | +85.3% | +51.2% |
| 1Y | +38.2% | -60.9% | +99.1% | +68.4% |
| 3Y | -14.6% | -38.9% | +24.3% | -12.2% |
| 5Y | -49.6% | -15.6% | -34.0% | -54.0% |
| 10Y | +393.1% | -33.5% | +426.5% | +334.8% |
| All | +393.1% | -29.6% | +422.7% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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