-36.3%
DXCM vs ENTG
+15.6%
-51.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -3.4% |
| 7D | -3.2% | +2.8% | -6.0% | -3.9% |
| 30D | +6.3% | -4.7% | +11.0% | +6.9% |
| 3M | +21.1% | -0.7% | +21.8% | +16.8% |
| 6M | +20.6% | +7.7% | +12.9% | +12.2% |
| YTD | +32.4% | +65.1% | -32.6% | +8.1% |
| 1Y | +8.8% | +74.8% | -65.9% | -14.2% |
| 3Y | -13.7% | +36.9% | -50.6% | -32.0% |
| All | -36.3% | +15.6% | -51.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling