+706.7%
ETN vs DXCM
+260.4%
+446.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.2% |
| 7D | +3.5% | -5.5% | +9.1% | +4.3% |
| 30D | -7.5% | -8.6% | +1.0% | -6.5% |
| 3M | +8.3% | +10.3% | -2.0% | +6.5% |
| 6M | +20.2% | +25.2% | -5.0% | +15.9% |
| YTD | +34.7% | +25.1% | +9.6% | +29.7% |
| 1Y | +19.4% | +9.2% | +10.2% | +16.7% |
| 3Y | +85.5% | -22.6% | +108.1% | +82.8% |
| 5Y | +186.6% | -39.5% | +226.1% | +183.9% |
| All | +706.7% | +260.4% | +446.3% | +581.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling