+384.5%
DXCM vs ENTG
+757.2%
-372.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.3% |
| 7D | +4.9% | +15.2% | -10.2% | +0.9% |
| 30D | -0.2% | -3.6% | +3.5% | -0.5% |
| 3M | -8.9% | -10.0% | +1.0% | -8.4% |
| 6M | +42.3% | +1.8% | +40.5% | +32.7% |
| YTD | +25.6% | +75.5% | -49.9% | -3.3% |
| 1Y | +39.5% | +82.4% | -42.9% | +5.8% |
| 3Y | -15.3% | +58.5% | -73.8% | -38.4% |
| 5Y | -48.4% | +0.4% | -48.8% | -58.3% |
| All | +384.5% | +757.2% | -372.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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