-15.3%
DXCM vs RGEN
+15.2%
-30.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +4.9% | -3.3% | +8.2% | +5.5% |
| 30D | -0.2% | -5.8% | +5.7% | +0.7% |
| 3M | -8.9% | +0.2% | -9.1% | -9.4% |
| 6M | +42.3% | +56.8% | -14.5% | +29.1% |
| YTD | +25.6% | +2.4% | +23.2% | +22.4% |
| 1Y | +39.5% | +11.4% | +28.1% | +34.0% |
| 3Y | -15.3% | +15.2% | -30.4% | -22.8% |
| All | -15.3% | +15.2% | -30.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling