-15.3%
DXCM vs ENB
+72.2%
-87.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +4.9% | +3.1% | +1.8% | +4.6% |
| 30D | -0.2% | +2.1% | -2.3% | -0.3% |
| 3M | -8.9% | -4.4% | -4.5% | -8.5% |
| 6M | +42.3% | -10.1% | +52.3% | +43.4% |
| YTD | +25.6% | +5.2% | +20.4% | +23.8% |
| 1Y | +39.5% | +4.2% | +35.3% | +37.7% |
| 3Y | -15.3% | +70.1% | -85.4% | -22.6% |
| All | -15.3% | +72.2% | -87.4% | -22.6% |
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 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