+2,623.0%
DXCM vs ETR
+618.4%
+2,004.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +2.6% | -6.2% | -4.6% |
| 30D | -5.0% | +8.7% | -13.6% | -8.1% |
| 3M | -8.8% | +6.4% | -15.2% | -11.2% |
| 6M | +31.9% | +0.7% | +31.2% | +30.6% |
| YTD | +20.4% | +23.0% | -2.6% | +8.9% |
| 1Y | +45.7% | +17.9% | +27.8% | +34.1% |
| 3Y | -15.0% | +154.9% | -169.9% | -45.5% |
| 5Y | -48.5% | +157.3% | -205.7% | -67.7% |
| 10Y | +411.2% | +373.4% | +37.9% | +123.6% |
| All | +2,623.0% | +618.4% | +2,004.6% | +754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling