-24.4%
DXCM vs GEHC
+10.0%
-34.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -3.2% | -4.0% | +0.8% | -1.9% |
| 30D | +6.3% | -2.0% | +8.3% | +7.0% |
| 3M | +21.1% | +8.0% | +13.1% | +17.6% |
| 6M | +20.6% | -12.8% | +33.3% | +24.9% |
| YTD | +32.4% | -15.9% | +48.4% | +38.5% |
| 1Y | +8.8% | -6.9% | +15.8% | +9.8% |
| 3Y | -13.7% | 0.0% | -13.7% | -16.5% |
| All | -24.4% | +10.0% | -34.3% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling