+2,894.9%
DXCM vs ES
+675.8%
+2,219.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +6.3% | -2.0% | +8.3% | +7.1% |
| 3M | +21.1% | +1.7% | +19.4% | +19.7% |
| 6M | +20.6% | -3.5% | +24.1% | +21.7% |
| YTD | +32.4% | +7.9% | +24.5% | +26.9% |
| 1Y | +8.8% | +17.2% | -8.3% | -0.7% |
| 3Y | -13.7% | +29.3% | -43.0% | -27.8% |
| 5Y | -35.2% | -5.7% | -29.4% | -37.2% |
| 10Y | +281.8% | +85.2% | +196.6% | +127.8% |
| All | +2,894.9% | +675.8% | +2,219.0% | +444.7% |
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