+1,866.4%
DXCM vs ET
+1,435.0%
+431.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | +0.9% | -4.1% | -3.5% |
| 30D | +6.3% | +7.5% | -1.1% | +4.0% |
| 3M | +21.1% | +11.4% | +9.7% | +17.0% |
| 6M | +20.6% | +18.5% | +2.0% | +14.0% |
| YTD | +32.4% | +37.4% | -4.9% | +19.6% |
| 1Y | +8.8% | +30.9% | -22.1% | -0.4% |
| 3Y | -13.7% | +98.7% | -112.5% | -31.1% |
| 5Y | -35.2% | +230.7% | -265.9% | -56.4% |
| 10Y | +281.8% | +175.6% | +106.2% | +141.4% |
| All | +1,866.4% | +1,435.0% | +431.5% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling