-30.0%
DXCM vs GEHC
+30.8%
-60.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -3.6% | -2.3% | -1.4% | -2.9% |
| 30D | -4.3% | +19.0% | -23.4% | -9.6% |
| 3M | -10.4% | +13.3% | -23.7% | -14.0% |
| 6M | +33.1% | +31.5% | +1.6% | +21.1% |
| YTD | +22.6% | 0.0% | +22.6% | +21.1% |
| 1Y | +36.5% | +9.4% | +27.2% | +30.9% |
| 3Y | -13.5% | +18.3% | -31.8% | -20.7% |
| All | -30.0% | +30.8% | -60.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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