-12.3%
DXCM vs ES
+42.6%
-54.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -3.6% | +5.7% | -9.3% | -4.0% |
| 3M | -4.3% | -2.8% | -1.5% | -4.1% |
| 6M | +33.8% | +7.0% | +26.8% | +32.7% |
| YTD | +22.1% | +6.8% | +15.4% | +21.2% |
| 1Y | +47.4% | -0.5% | +47.9% | +47.0% |
| 3Y | -12.3% | +47.2% | -59.4% | -14.4% |
| All | -12.3% | +42.6% | -54.9% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling