+81.1%
ETN vs DXCM
-19.6%
+100.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +6.2% | -6.5% | +12.7% | +6.8% |
| 30D | -6.7% | -4.3% | -2.4% | -6.4% |
| 3M | +3.6% | +7.3% | -3.7% | +2.9% |
| 6M | +18.3% | +22.0% | -3.7% | +15.8% |
| YTD | +31.5% | +26.4% | +5.1% | +28.1% |
| 1Y | +20.6% | +7.0% | +13.6% | +19.2% |
| All | +81.1% | -19.6% | +100.7% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling