-49.6%
DXCM vs IONS
-18.9%
-30.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.1% |
| 7D | -3.6% | -29.6% | +26.0% | +3.3% |
| 30D | -4.3% | -35.6% | +31.2% | +4.7% |
| 3M | -10.4% | -51.7% | +41.3% | +4.7% |
| 6M | +33.1% | -64.0% | +97.1% | +65.1% |
| YTD | +22.6% | -65.5% | +88.1% | +53.6% |
| 1Y | +36.5% | -62.4% | +99.0% | +66.8% |
| 3Y | -13.5% | -41.1% | +27.6% | -12.1% |
| 5Y | -49.6% | -16.5% | -33.2% | -59.4% |
| All | -49.6% | -18.9% | -30.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling