+156.5%
DXCM vs ESTC
+28.9%
+127.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +0.7% |
| 7D | -4.4% | -1.2% | -3.2% | -4.1% |
| 30D | -3.6% | -8.1% | +4.5% | -1.8% |
| 3M | -4.3% | +20.2% | -24.5% | -10.9% |
| 6M | +33.8% | +72.7% | -39.0% | +11.4% |
| YTD | +22.1% | +19.6% | +2.5% | +11.2% |
| 1Y | +47.4% | +0.3% | +47.1% | +40.5% |
| 3Y | -12.3% | +22.8% | -35.1% | -31.0% |
| 5Y | -49.1% | -50.9% | +1.8% | -48.5% |
| All | +156.5% | +28.9% | +127.5% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling