+373.3%
DXCM vs RGEN
+411.3%
-38.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.4% |
| 7D | -3.6% | -1.2% | -2.5% | -3.4% |
| 30D | -4.3% | -5.1% | +0.8% | -3.1% |
| 3M | -10.4% | +0.5% | -10.9% | -11.5% |
| 6M | +33.1% | +46.6% | -13.5% | +15.2% |
| YTD | +22.6% | +1.6% | +21.0% | +18.5% |
| 1Y | +36.5% | +5.4% | +31.2% | +30.1% |
| 3Y | -13.5% | +12.8% | -26.3% | -26.2% |
| 5Y | -49.6% | -35.6% | -14.1% | -50.8% |
| All | +373.3% | +411.3% | -38.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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