-15.0%
DXCM vs ESTC
+19.0%
-34.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | -3.7% | -3.6% | -0.1% | -3.3% |
| 30D | -5.0% | -11.2% | +6.2% | -3.8% |
| 3M | -8.8% | +14.3% | -23.1% | -11.0% |
| 6M | +31.9% | +67.0% | -35.1% | +22.9% |
| YTD | +20.4% | +15.7% | +4.8% | +15.9% |
| 1Y | +45.7% | -6.3% | +52.0% | +43.1% |
| 3Y | -15.0% | +14.5% | -29.5% | -17.0% |
| All | -15.0% | +19.0% | -34.1% | -17.0% |
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