+963.4%
DXCM vs ESI
+182.6%
+780.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.4% |
| 7D | -3.5% | -8.5% | +5.0% | -1.6% |
| 30D | -5.8% | -15.7% | +9.9% | -2.2% |
| 3M | -4.3% | -18.2% | +13.9% | -0.4% |
| 6M | +31.6% | -28.8% | +60.4% | +39.7% |
| YTD | +19.6% | +26.3% | -6.6% | +7.7% |
| 1Y | +36.9% | +18.2% | +18.6% | +25.1% |
| 3Y | -16.3% | +68.1% | -84.4% | -32.3% |
| 5Y | -50.0% | +28.8% | -78.8% | -57.2% |
| 10Y | +413.2% | +329.8% | +83.3% | +211.2% |
| All | +963.4% | +182.6% | +780.8% | +714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling