+2,780.1%
DXCM vs REGN
+16,799.9%
-14,019.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.2% |
| 7D | -6.2% | -1.6% | -4.6% | -5.8% |
| 30D | -0.3% | +3.4% | -3.7% | -1.4% |
| 3M | +10.3% | +32.7% | -22.4% | +1.2% |
| 6M | +24.1% | +6.9% | +17.2% | +20.9% |
| YTD | +27.4% | +5.4% | +22.0% | +24.4% |
| 1Y | +8.4% | +45.8% | -37.5% | -5.0% |
| 3Y | -19.0% | -1.5% | -17.5% | -22.4% |
| 5Y | -38.6% | +22.2% | -60.8% | -45.7% |
| 10Y | +252.9% | +103.6% | +149.4% | +155.5% |
| All | +2,780.1% | +16,799.9% | -14,019.9% | +570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling