+257.0%
DXCM vs REGN
+105.3%
+151.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.5% | -5.6% | 0.0% | -3.8% |
| 30D | -8.6% | -2.0% | -6.6% | -8.1% |
| 3M | +10.3% | +28.0% | -17.6% | +1.8% |
| 6M | +25.2% | +1.2% | +24.1% | +24.0% |
| YTD | +25.1% | +1.6% | +23.5% | +23.4% |
| 1Y | +9.2% | +38.2% | -29.0% | -3.6% |
| 3Y | -22.6% | -5.4% | -17.3% | -24.8% |
| 5Y | -39.5% | +21.3% | -60.8% | -47.8% |
| All | +257.0% | +105.3% | +151.7% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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