-48.1%
DXCM vs ESI
+36.5%
-84.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +4.9% | +5.5% | -0.6% | +3.5% |
| 30D | -0.2% | -7.8% | +7.6% | +1.4% |
| 3M | -8.9% | -15.0% | +6.1% | -5.9% |
| 6M | +42.3% | -24.9% | +67.2% | +49.7% |
| YTD | +25.6% | +33.2% | -7.7% | +5.7% |
| 1Y | +39.5% | +24.9% | +14.6% | +20.1% |
| 3Y | -15.3% | +77.8% | -93.0% | -41.6% |
| All | -48.1% | +36.5% | -84.6% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling