+37.5%
DXCM vs IONS
-59.3%
+96.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.1% | +7.6% | -0.9% |
| 7D | -3.7% | -30.3% | +26.6% | -1.9% |
| 30D | -5.0% | -37.7% | +32.8% | -2.3% |
| 3M | -8.8% | -50.5% | +41.7% | -4.3% |
| 6M | +31.9% | -62.8% | +94.6% | +42.1% |
| YTD | +20.4% | -64.4% | +84.8% | +31.6% |
| All | +37.5% | -59.3% | +96.8% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling