-31.7%
DXCM vs GEHC
+31.6%
-63.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.3% | -5.4% |
| 7D | -3.5% | +7.6% | -11.1% | -5.7% |
| 30D | -5.8% | +27.5% | -33.3% | -13.0% |
| 3M | -4.3% | +17.2% | -21.6% | -9.2% |
| 6M | +31.6% | +33.6% | -2.0% | +19.0% |
| YTD | +19.6% | +0.6% | +19.0% | +17.9% |
| 1Y | +36.9% | +11.3% | +25.6% | +30.5% |
| 3Y | -16.3% | +16.5% | -32.8% | -23.1% |
| All | -31.7% | +31.6% | -63.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling