+384.5%
DXCM vs IQV
+242.6%
+142.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.4% |
| 7D | +4.9% | -2.5% | +7.4% | +6.1% |
| 30D | -0.2% | +1.2% | -1.4% | -1.2% |
| 3M | -8.9% | +9.8% | -18.7% | -13.4% |
| 6M | +42.3% | +53.8% | -11.5% | +13.2% |
| YTD | +25.6% | +17.6% | +7.9% | +11.9% |
| 1Y | +39.5% | +18.6% | +20.9% | +23.8% |
| 3Y | -15.3% | +36.9% | -52.2% | -35.3% |
| 5Y | -48.4% | +4.1% | -52.5% | -54.2% |
| All | +384.5% | +242.6% | +142.0% | +121.1% |
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