+252.9%
DXCM vs GEN
+150.2%
+102.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.1% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | -0.3% | +2.6% | -2.9% | -1.0% |
| 3M | +10.3% | +15.8% | -5.5% | +6.2% |
| 6M | +24.1% | +33.1% | -9.0% | +14.7% |
| YTD | +27.4% | +11.3% | +16.1% | +22.8% |
| 1Y | +8.4% | +1.7% | +6.7% | +6.8% |
| 3Y | -19.0% | +58.1% | -77.1% | -30.1% |
| 5Y | -38.6% | +20.6% | -59.2% | -44.1% |
| 10Y | +252.9% | +149.0% | +104.0% | +139.9% |
| All | +252.9% | +150.2% | +102.7% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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