+2,605.6%
DXCM vs ENB
+851.4%
+1,754.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.4% | -4.8% |
| 7D | -3.5% | -5.2% | +1.7% | -1.0% |
| 30D | -5.8% | +2.2% | -8.0% | -6.8% |
| 3M | -4.3% | -8.1% | +3.7% | -0.8% |
| 6M | +31.6% | -11.2% | +42.7% | +38.1% |
| YTD | +19.6% | +2.0% | +17.7% | +17.2% |
| 1Y | +36.9% | +4.1% | +32.8% | +32.6% |
| 3Y | -16.3% | +64.7% | -81.0% | -35.9% |
| 5Y | -50.0% | +46.6% | -96.6% | -60.0% |
| 10Y | +413.2% | +102.7% | +310.5% | +220.8% |
| All | +2,605.6% | +851.4% | +1,754.2% | +443.4% |
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 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