+2,605.6%
DXCM vs ENTG
+1,424.0%
+1,181.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.8% |
| 7D | -3.5% | -17.1% | +13.6% | +1.7% |
| 30D | -5.8% | -23.0% | +17.2% | +0.6% |
| 3M | -4.3% | -10.2% | +5.9% | -3.8% |
| 6M | +31.6% | -17.8% | +49.3% | +30.0% |
| YTD | +19.6% | +52.4% | -32.7% | -5.4% |
| 1Y | +36.9% | +49.8% | -12.9% | +8.3% |
| 3Y | -16.3% | +42.1% | -58.4% | -37.9% |
| 5Y | -50.0% | -10.2% | -39.8% | -59.2% |
| 10Y | +413.2% | +756.0% | -342.8% | +81.6% |
| All | +2,605.6% | +1,424.0% | +1,181.6% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling