-16.3%
DXCM vs ESTC
+18.0%
-34.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.2% |
| 7D | -3.5% | -11.5% | +8.0% | -2.1% |
| 30D | -5.8% | -7.5% | +1.7% | -5.1% |
| 3M | -4.3% | +23.1% | -27.4% | -7.5% |
| 6M | +31.6% | +75.3% | -43.7% | +22.0% |
| YTD | +19.6% | +14.1% | +5.5% | +15.3% |
| 1Y | +36.9% | -0.6% | +37.4% | +33.5% |
| 3Y | -16.3% | +20.8% | -37.1% | -18.4% |
| All | -16.3% | +18.0% | -34.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling