+263.3%
DXCM vs ITUB
+219.0%
+44.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.5% |
| 7D | -5.8% | +1.0% | -6.8% | -5.9% |
| 30D | -5.6% | +10.7% | -16.3% | -6.7% |
| 3M | +13.0% | +10.1% | +3.0% | +11.6% |
| 6M | +24.7% | -0.1% | +24.8% | +24.3% |
| YTD | +27.3% | +18.4% | +8.9% | +24.6% |
| 1Y | +11.2% | +31.3% | -20.1% | +7.4% |
| 3Y | -19.0% | +124.6% | -143.6% | -26.7% |
| 5Y | -38.5% | +192.0% | -230.4% | -46.6% |
| All | +263.3% | +219.0% | +44.4% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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