+2,894.9%
DXCM vs IONS
+1,634.0%
+1,260.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.0% |
| 30D | +6.3% | +7.2% | -0.9% | +4.2% |
| 3M | +21.1% | -22.7% | +43.8% | +27.3% |
| 6M | +20.6% | -26.9% | +47.5% | +28.4% |
| YTD | +32.4% | -26.6% | +59.0% | +40.7% |
| 1Y | +8.8% | -2.1% | +11.0% | +6.9% |
| 3Y | -13.7% | +43.4% | -57.2% | -27.4% |
| 5Y | -35.2% | +47.0% | -82.2% | -46.9% |
| 10Y | +281.8% | +97.2% | +184.6% | +159.7% |
| All | +2,894.9% | +1,634.0% | +1,260.9% | +1,210.0% |
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 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