+1,764.2%
DXCM vs ET
+1,310.3%
+453.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +2.5% | +2.4% | +4.1% |
| 30D | -0.2% | -2.5% | +2.3% | +0.3% |
| 3M | -8.9% | -4.9% | -4.1% | -7.8% |
| 6M | +42.3% | -0.1% | +42.4% | +41.6% |
| YTD | +25.6% | +26.2% | -0.7% | +16.0% |
| 1Y | +39.5% | +25.2% | +14.4% | +29.1% |
| 3Y | -15.3% | +84.2% | -99.5% | -30.9% |
| 5Y | -48.4% | +216.1% | -264.5% | -64.8% |
| 10Y | +411.4% | +160.7% | +250.7% | +229.7% |
| All | +1,764.2% | +1,310.3% | +453.9% | +130.3% |
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