+252.9%
DXCM vs ENB
+103.5%
+149.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.1% |
| 7D | -6.2% | -0.5% | -5.8% | -6.1% |
| 30D | -0.3% | -0.2% | -0.1% | -0.2% |
| 3M | +10.3% | -7.5% | +17.8% | +12.8% |
| 6M | +24.1% | -4.1% | +28.3% | +25.2% |
| YTD | +27.4% | +9.8% | +17.6% | +22.7% |
| 1Y | +8.4% | +8.7% | -0.3% | +4.6% |
| 3Y | -19.0% | +79.0% | -98.0% | -34.9% |
| 5Y | -38.6% | +69.1% | -107.7% | -49.6% |
| 10Y | +252.9% | +96.5% | +156.4% | +157.6% |
| All | +252.9% | +103.5% | +149.5% | +157.6% |
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