+2,894.9%
DXCM vs ETR
+589.9%
+2,305.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.2% | +1.4% | -4.7% | -3.8% |
| 30D | +6.3% | +1.0% | +5.4% | +5.8% |
| 3M | +21.1% | -1.3% | +22.3% | +21.3% |
| 6M | +20.6% | +1.9% | +18.7% | +18.4% |
| YTD | +32.4% | +18.2% | +14.3% | +21.9% |
| 1Y | +8.8% | +24.7% | -15.8% | -2.4% |
| 3Y | -13.7% | +150.7% | -164.4% | -44.6% |
| 5Y | -35.2% | +127.0% | -162.2% | -57.1% |
| 10Y | +281.8% | +295.5% | -13.7% | +82.8% |
| All | +2,894.9% | +589.9% | +2,305.0% | +856.9% |
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