-39.3%
DXCM vs ET
+242.4%
-281.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | -4.3% | +5.3% | -9.6% | -5.9% |
| 3M | +7.3% | +15.6% | -8.4% | +2.2% |
| 6M | +22.0% | +20.6% | +1.4% | +14.1% |
| YTD | +26.4% | +38.5% | -12.1% | +12.6% |
| 1Y | +7.0% | +35.7% | -28.7% | -4.2% |
| 3Y | -19.6% | +98.4% | -118.0% | -36.4% |
| 5Y | -39.3% | +245.3% | -284.6% | -57.1% |
| All | -39.3% | +242.4% | -281.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling