+2,894.9%
DXCM vs ENB
+916.3%
+1,978.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +6.3% | -2.2% | +8.6% | +7.4% |
| 3M | +21.1% | -10.5% | +31.6% | +27.0% |
| 6M | +20.6% | -5.1% | +25.6% | +22.7% |
| YTD | +32.4% | +9.0% | +23.5% | +26.0% |
| 1Y | +8.8% | +8.2% | +0.6% | +3.7% |
| 3Y | -13.7% | +67.8% | -81.5% | -34.8% |
| 5Y | -35.2% | +69.4% | -104.6% | -51.6% |
| 10Y | +281.8% | +117.5% | +164.3% | +131.3% |
| All | +2,894.9% | +916.3% | +1,978.6% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling