+1,077.1%
DXCM vs ESI
+224.6%
+852.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -2.8% |
| 7D | -3.2% | +3.3% | -6.5% | -4.0% |
| 30D | +6.3% | -5.9% | +12.2% | +7.7% |
| 3M | +21.1% | -14.1% | +35.2% | +24.1% |
| 6M | +20.6% | +6.6% | +14.0% | +15.4% |
| YTD | +32.4% | +45.0% | -12.6% | +16.0% |
| 1Y | +8.8% | +41.5% | -32.6% | -4.5% |
| 3Y | -13.7% | +78.8% | -92.5% | -30.8% |
| 5Y | -35.2% | +70.9% | -106.1% | -47.9% |
| 10Y | +281.8% | +317.1% | -35.3% | +132.3% |
| All | +1,077.1% | +224.6% | +852.5% | +778.2% |
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