-46.8%
DXCM vs IP
-12.5%
-34.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -3.6% |
| 7D | +5.7% | -5.0% | +10.6% | +7.0% |
| 30D | +1.3% | +6.5% | -5.3% | -0.2% |
| 3M | +2.2% | -18.0% | +20.2% | +6.9% |
| 6M | +42.0% | +10.3% | +31.7% | +36.5% |
| YTD | +27.3% | -9.9% | +37.1% | +27.2% |
| 1Y | +42.5% | -1.1% | +43.5% | +37.9% |
| 3Y | -13.3% | +13.0% | -26.3% | -22.7% |
| 5Y | -46.8% | -12.3% | -34.6% | -47.3% |
| All | -46.8% | -12.5% | -34.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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