+2,605.6%
DXCM vs RGEN
+8,796.9%
-6,191.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.8% |
| 7D | -3.5% | -1.9% | -1.6% | -3.1% |
| 30D | -5.8% | +3.7% | -9.6% | -7.0% |
| 3M | -4.3% | +8.8% | -13.2% | -7.2% |
| 6M | +31.6% | +38.0% | -6.4% | +18.9% |
| YTD | +19.6% | +5.9% | +13.8% | +15.2% |
| 1Y | +36.9% | +19.7% | +17.2% | +27.5% |
| 3Y | -16.3% | +20.5% | -36.8% | -27.1% |
| 5Y | -50.0% | -35.0% | -15.0% | -51.0% |
| 10Y | +413.2% | +540.9% | -127.7% | +178.5% |
| All | +2,605.6% | +8,796.9% | -6,191.3% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling