+1,699.4%
DXCM vs IQV
+511.9%
+1,187.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -3.2% | +2.3% | -5.5% | -4.3% |
| 30D | +6.3% | +13.4% | -7.1% | -0.3% |
| 3M | +21.1% | +43.3% | -22.2% | -0.3% |
| 6M | +20.6% | +50.5% | -30.0% | -4.3% |
| YTD | +32.4% | +18.8% | +13.6% | +17.3% |
| 1Y | +8.8% | +45.5% | -36.6% | -14.0% |
| 3Y | -13.7% | +19.4% | -33.1% | -29.3% |
| 5Y | -35.2% | +1.7% | -36.9% | -42.0% |
| 10Y | +281.8% | +247.9% | +33.9% | +54.5% |
| All | +1,699.4% | +511.9% | +1,187.5% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling