+2,777.7%
DXCM vs ES
+694.6%
+2,083.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.4% |
| 7D | +5.7% | +5.9% | -0.3% | +3.1% |
| 30D | +1.3% | +10.2% | -8.9% | -3.0% |
| 3M | +2.2% | +0.4% | +1.8% | +1.6% |
| 6M | +42.0% | +6.9% | +35.1% | +36.8% |
| YTD | +27.3% | +10.5% | +16.7% | +20.3% |
| 1Y | +42.5% | +3.2% | +39.3% | +38.1% |
| 3Y | -13.3% | +49.0% | -62.4% | -32.1% |
| 5Y | -46.8% | +4.5% | -51.3% | -51.0% |
| 10Y | +445.8% | +92.3% | +353.5% | +217.9% |
| All | +2,777.7% | +694.6% | +2,083.1% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling