-30.3%
DXCM vs GEHC
+34.3%
-64.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | -4.4% | +5.6% | -10.0% | -6.0% |
| 30D | -3.6% | +27.9% | -31.5% | -11.1% |
| 3M | -4.3% | +17.1% | -21.5% | -9.2% |
| 6M | +33.8% | +32.5% | +1.2% | +21.3% |
| YTD | +22.1% | +2.7% | +19.5% | +19.6% |
| 1Y | +47.4% | +15.3% | +32.1% | +38.9% |
| 3Y | -12.3% | +23.7% | -35.9% | -20.6% |
| All | -30.3% | +34.3% | -64.5% | -35.1% |
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