+47.8%
DXCM vs ESTC
+0.3%
+47.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.4% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | -3.6% | -8.1% | +4.5% | -2.8% |
| 3M | -4.3% | +20.2% | -24.5% | -8.1% |
| 6M | +33.8% | +72.7% | -39.0% | +21.5% |
| YTD | +22.1% | +19.6% | +2.5% | +13.5% |
| All | +47.8% | +0.3% | +47.5% | +37.3% |
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