+263.3%
DXCM vs ET
+179.3%
+84.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -5.8% | +1.4% | -7.1% | -6.1% |
| 30D | -5.6% | +4.6% | -10.2% | -6.6% |
| 3M | +13.0% | +16.0% | -3.0% | +9.1% |
| 6M | +24.7% | +22.8% | +1.9% | +18.4% |
| YTD | +27.3% | +38.9% | -11.5% | +17.5% |
| 1Y | +11.2% | +34.1% | -22.9% | +3.3% |
| 3Y | -19.0% | +98.8% | -117.8% | -31.4% |
| 5Y | -38.5% | +246.8% | -285.3% | -54.0% |
| All | +263.3% | +179.3% | +84.0% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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