-38.6%
DXCM vs ETR
+129.9%
-168.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.0% |
| 7D | -6.2% | +1.4% | -7.6% | -6.5% |
| 30D | -0.3% | +1.9% | -2.1% | -0.6% |
| 3M | +10.3% | +1.0% | +9.3% | +10.0% |
| 6M | +24.1% | +4.8% | +19.3% | +22.2% |
| YTD | +27.4% | +19.5% | +7.8% | +21.4% |
| 1Y | +8.4% | +28.1% | -19.7% | +1.2% |
| 3Y | -19.0% | +151.1% | -170.1% | -37.2% |
| 5Y | -38.6% | +125.2% | -163.7% | -50.8% |
| All | -38.6% | +129.9% | -168.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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