-36.3%
DXCM vs IONS
+47.7%
-84.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.1% |
| 30D | +6.3% | +7.2% | -0.9% | +4.2% |
| 3M | +21.1% | -22.7% | +43.8% | +27.2% |
| 6M | +20.6% | -26.9% | +47.5% | +28.4% |
| YTD | +32.4% | -26.6% | +59.0% | +40.6% |
| 1Y | +8.8% | -2.1% | +11.0% | +6.4% |
| 3Y | -13.7% | +43.4% | -57.2% | -30.3% |
| All | -36.3% | +47.7% | -84.0% | -53.1% |
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