+423.1%
DXCM vs RGEN
+508.6%
-85.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.1% | +1.1% |
| 7D | -4.4% | +3.5% | -7.8% | -5.5% |
| 30D | -3.6% | +2.9% | -6.5% | -4.8% |
| 3M | -4.3% | +9.2% | -13.5% | -7.9% |
| 6M | +33.8% | +44.9% | -11.2% | +16.2% |
| YTD | +22.1% | +9.2% | +12.9% | +15.4% |
| 1Y | +47.4% | +25.3% | +22.1% | +33.0% |
| 3Y | -12.3% | +21.7% | -34.0% | -27.0% |
| 5Y | -49.1% | -34.5% | -14.6% | -50.4% |
| 10Y | +423.1% | +478.9% | -55.8% | +136.9% |
| All | +423.1% | +508.6% | -85.5% | +136.9% |
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