-49.1%
DXCM vs ES
+2.9%
-52.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -3.6% | +5.7% | -9.3% | -4.7% |
| 3M | -4.3% | -2.8% | -1.5% | -3.8% |
| 6M | +33.8% | +7.0% | +26.8% | +31.4% |
| YTD | +22.1% | +6.8% | +15.4% | +19.8% |
| 1Y | +47.4% | -0.5% | +47.9% | +46.5% |
| 3Y | -12.3% | +47.2% | -59.4% | -23.8% |
| 5Y | -49.1% | +2.3% | -51.4% | -45.8% |
| All | -49.1% | +2.9% | -52.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling