-21.2%
DXCM vs REGN
-2.9%
-18.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.0% |
| 7D | -5.8% | -6.0% | +0.2% | -5.0% |
| 30D | -5.6% | -0.4% | -5.3% | -5.6% |
| 3M | +13.0% | +32.0% | -19.0% | +9.4% |
| 6M | +24.7% | +3.0% | +21.6% | +23.7% |
| YTD | +27.3% | +3.2% | +24.2% | +26.3% |
| 1Y | +11.2% | +43.4% | -32.3% | +6.9% |
| All | -21.2% | -2.9% | -18.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling