+2,314.0%
ETN vs DXCM
+2,810.6%
-496.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +2.0% | -3.2% | +5.2% | +2.5% |
| 30D | -7.9% | +6.3% | -14.3% | -8.8% |
| 3M | -1.6% | +21.1% | -22.7% | -4.7% |
| 6M | +16.9% | +20.6% | -3.7% | +12.9% |
| YTD | +30.1% | +32.4% | -2.4% | +23.8% |
| 1Y | +19.3% | +8.8% | +10.5% | +16.3% |
| 3Y | +82.5% | -13.7% | +96.3% | +76.8% |
| 5Y | +166.8% | -35.2% | +202.0% | +163.2% |
| 10Y | +649.7% | +281.8% | +367.9% | +430.4% |
| All | +2,314.0% | +2,810.6% | -496.6% | +910.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling