+44.6%
DXCM vs ESTC
+1.6%
+43.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.8% |
| 7D | +12.5% | -15.9% | +28.4% | +15.1% |
| 30D | +1.8% | -5.5% | +7.3% | +2.2% |
| 3M | +1.8% | +26.2% | -24.4% | -2.8% |
| 6M | +47.4% | +77.0% | -29.7% | +34.5% |
| YTD | +33.3% | +18.9% | +14.4% | +23.1% |
| 1Y | +44.6% | +1.3% | +43.3% | +31.9% |
| All | +44.6% | +1.6% | +43.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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