-12.4%
DXCM vs ENB
+67.6%
-80.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.3% | -2.2% | +8.6% | +6.3% |
| 3M | +21.1% | -10.5% | +31.6% | +21.1% |
| 6M | +20.6% | -5.1% | +25.6% | +20.4% |
| YTD | +32.4% | +9.0% | +23.5% | +32.0% |
| 1Y | +8.8% | +8.2% | +0.6% | +8.4% |
| All | -12.4% | +67.6% | -80.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling