-39.3%
DXCM vs ITUB
+186.4%
-225.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -4.3% | +2.6% | -6.9% | -4.6% |
| 3M | +7.3% | +8.4% | -1.1% | +6.1% |
| 6M | +22.0% | -0.5% | +22.6% | +21.8% |
| YTD | +26.4% | +15.3% | +11.1% | +24.1% |
| 1Y | +7.0% | +28.7% | -21.7% | +3.7% |
| 3Y | -19.6% | +118.7% | -138.3% | -26.6% |
| 5Y | -39.3% | +182.7% | -222.0% | -46.3% |
| All | -39.3% | +186.4% | -225.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling