+257.0%
DXCM vs IQV
+242.6%
+14.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.6% |
| 7D | -5.5% | -2.2% | -3.3% | -4.5% |
| 30D | -8.6% | +8.3% | -16.9% | -12.0% |
| 3M | +10.3% | +44.6% | -34.2% | -8.7% |
| 6M | +25.2% | +52.6% | -27.3% | -0.1% |
| YTD | +25.1% | +16.1% | +9.0% | +12.9% |
| 1Y | +9.2% | +37.3% | -28.0% | -10.0% |
| 3Y | -22.6% | +21.6% | -44.2% | -36.6% |
| 5Y | -39.5% | +0.5% | -40.0% | -45.0% |
| All | +257.0% | +242.6% | +14.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling