-18.3%
DXCM vs IONS
-38.5%
+20.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -9.2% | -29.4% | +20.2% | -5.7% |
| 30D | -6.5% | -35.1% | +28.6% | -1.8% |
| 3M | -10.3% | -48.9% | +38.6% | -3.0% |
| 6M | +35.4% | -62.4% | +97.8% | +52.2% |
| YTD | +21.1% | -64.2% | +85.2% | +37.1% |
| 1Y | +38.2% | -60.9% | +99.1% | +54.2% |
| All | -18.3% | -38.5% | +20.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling