-16.2%
DXCM vs ESI
+81.9%
-98.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -2.4% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | +6.3% | -5.9% | +12.2% | +7.1% |
| 3M | +21.1% | -14.1% | +35.2% | +22.3% |
| 6M | +20.6% | +6.6% | +14.0% | +15.2% |
| YTD | +32.4% | +45.0% | -12.6% | +17.8% |
| 1Y | +8.8% | +41.5% | -32.6% | -3.1% |
| All | -16.2% | +81.9% | -98.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling