+404.2%
DXCM vs ES
+85.7%
+318.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.3% |
| 7D | -3.5% | +1.9% | -5.4% | -3.9% |
| 30D | -5.8% | +7.1% | -12.9% | -7.3% |
| 3M | -4.3% | -1.9% | -2.4% | -4.0% |
| 6M | +31.6% | +4.4% | +27.2% | +29.7% |
| YTD | +19.6% | +7.3% | +12.3% | +17.0% |
| 1Y | +36.9% | +2.1% | +34.7% | +35.1% |
| 3Y | -16.3% | +41.8% | -58.1% | -25.8% |
| 5Y | -50.0% | +1.4% | -51.5% | -51.1% |
| All | +404.2% | +85.7% | +318.5% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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