+2,894.9%
DXCM vs ITUB
+777.8%
+2,117.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -3.2% | +8.7% | -11.9% | -5.4% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | +21.1% | +7.8% | +13.3% | +18.1% |
| 6M | +20.6% | -3.4% | +24.0% | +20.7% |
| YTD | +32.4% | +16.3% | +16.2% | +25.9% |
| 1Y | +8.8% | +29.8% | -21.0% | +0.1% |
| 3Y | -13.7% | +111.1% | -124.8% | -31.8% |
| 5Y | -35.2% | +173.6% | -208.7% | -54.2% |
| 10Y | +281.8% | +193.2% | +88.6% | +127.4% |
| All | +2,894.9% | +777.8% | +2,117.1% | +984.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling