+42.3%
DXCM vs ITUB
-5.6%
+47.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.5% |
| 7D | +4.9% | +1.9% | +3.0% | +5.0% |
| 30D | -0.2% | -22.2% | +22.0% | -1.8% |
| 3M | -8.9% | +2.7% | -11.6% | -6.0% |
| 6M | +42.3% | -3.0% | +45.2% | +46.3% |
| All | +42.3% | -5.6% | +47.9% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling