+47.8%
DXCM vs ESI
+19.1%
+28.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +2.1% |
| 7D | -4.4% | -3.5% | -0.9% | -4.4% |
| 30D | -3.6% | -9.3% | +5.6% | -3.6% |
| 3M | -4.3% | -12.8% | +8.4% | -4.2% |
| 6M | +33.8% | -24.6% | +58.4% | +33.5% |
| YTD | +22.1% | +32.7% | -10.6% | +4.9% |
| All | +47.8% | +19.1% | +28.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling