+2,673.1%
DXCM vs ITUB
+694.4%
+1,978.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.9% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -4.3% | -25.4% | +21.1% | +2.2% |
| 3M | -10.4% | -0.3% | -10.1% | -11.8% |
| 6M | +33.1% | -8.0% | +41.1% | +33.1% |
| YTD | +22.6% | +5.2% | +17.4% | +17.8% |
| 1Y | +36.5% | +7.4% | +29.1% | +30.2% |
| 3Y | -13.5% | +74.5% | -88.0% | -28.9% |
| 5Y | -49.6% | +175.8% | -225.5% | -64.9% |
| 10Y | +399.5% | +164.4% | +235.0% | +202.4% |
| All | +2,673.1% | +694.4% | +1,978.7% | +914.9% |
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