+1,720.8%
DXCM vs ET
+1,311.7%
+409.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -3.6% | +3.0% | -6.7% | -4.5% |
| 30D | -4.3% | -3.5% | -0.9% | -3.5% |
| 3M | -10.4% | -5.6% | -4.7% | -9.1% |
| 6M | +33.1% | +0.5% | +32.6% | +32.2% |
| YTD | +22.6% | +26.3% | -3.7% | +13.2% |
| 1Y | +36.5% | +25.7% | +10.9% | +26.2% |
| 3Y | -13.5% | +85.1% | -98.5% | -29.5% |
| 5Y | -49.6% | +216.4% | -266.0% | -65.6% |
| 10Y | +399.5% | +160.9% | +238.5% | +221.9% |
| All | +1,720.8% | +1,311.7% | +409.1% | +124.8% |
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