-5.5%
ETN vs DXCM
+44.8%
-50.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.6% | -16.5% | -9.4% |
| 7D | -10.1% | +12.5% | -22.7% | -9.7% |
| 30D | -18.4% | +1.8% | -20.2% | -18.0% |
| 3M | -20.4% | +1.8% | -22.2% | -20.0% |
| 6M | -16.0% | +47.4% | -63.4% | -16.7% |
| YTD | +11.8% | +33.3% | -21.5% | +11.9% |
| 1Y | -5.5% | +44.6% | -50.1% | -4.6% |
| All | -5.5% | +44.8% | -50.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling