+2,605.6%
DXCM vs IONS
+1,076.7%
+1,528.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.4% |
| 7D | -3.5% | -9.4% | +5.9% | -1.1% |
| 30D | -5.8% | -10.7% | +4.9% | -3.2% |
| 3M | -4.3% | -27.7% | +23.3% | +3.1% |
| 6M | +31.6% | -48.7% | +80.3% | +52.6% |
| YTD | +19.6% | -50.2% | +69.8% | +39.6% |
| 1Y | +36.9% | -46.8% | +83.7% | +56.7% |
| 3Y | -16.3% | -14.8% | -1.4% | -19.2% |
| 5Y | -50.0% | +17.0% | -67.0% | -56.7% |
| 10Y | +413.2% | +45.3% | +367.8% | +276.4% |
| All | +2,605.6% | +1,076.7% | +1,528.9% | +1,199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling