+423.1%
DXCM vs ENB
+99.8%
+323.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | -4.4% | -3.7% | -0.7% | -3.2% |
| 30D | -3.6% | +1.7% | -5.3% | -4.1% |
| 3M | -4.3% | -6.3% | +2.0% | -2.5% |
| 6M | +33.8% | -9.2% | +42.9% | +37.2% |
| YTD | +22.1% | +3.1% | +19.0% | +20.0% |
| 1Y | +47.4% | +3.4% | +44.0% | +44.6% |
| 3Y | -12.3% | +68.9% | -81.2% | -27.7% |
| 5Y | -49.1% | +51.7% | -100.8% | -56.5% |
| 10Y | +423.1% | +98.3% | +324.8% | +284.4% |
| All | +423.1% | +99.8% | +323.3% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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