+2,777.7%
DXCM vs IP
+130.9%
+2,646.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -3.1% |
| 7D | +5.7% | -5.0% | +10.6% | +7.7% |
| 30D | +1.3% | +6.5% | -5.3% | -1.0% |
| 3M | +2.2% | -18.0% | +20.2% | +9.4% |
| 6M | +42.0% | +10.3% | +31.7% | +34.5% |
| YTD | +27.3% | -9.9% | +37.1% | +27.4% |
| 1Y | +42.5% | -1.1% | +43.5% | +37.2% |
| 3Y | -13.3% | +13.0% | -26.3% | -24.4% |
| 5Y | -46.8% | -12.3% | -34.6% | -49.4% |
| 10Y | +445.8% | +26.8% | +418.9% | +297.3% |
| All | +2,777.7% | +130.9% | +2,646.8% | +1,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling