-19.0%
DXCM vs RGEN
-0.1%
-18.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | -0.3% | +2.8% | -3.1% | -0.9% |
| 3M | +10.3% | +34.5% | -24.1% | +3.6% |
| 6M | +24.1% | +40.5% | -16.3% | +15.0% |
| YTD | +27.4% | +2.8% | +24.5% | +24.7% |
| 1Y | +8.4% | +39.6% | -31.3% | +0.4% |
| 3Y | -19.0% | +4.4% | -23.4% | -26.9% |
| All | -19.0% | -0.1% | -18.9% | -26.9% |
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 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