-50.1%
DXCM vs ESTC
-48.9%
-1.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.5% |
| 7D | -3.5% | -11.5% | +8.0% | -0.9% |
| 30D | -5.8% | -7.5% | +1.7% | -4.5% |
| 3M | -4.3% | +23.1% | -27.4% | -10.3% |
| 6M | +31.6% | +75.3% | -43.7% | +13.1% |
| YTD | +19.6% | +14.1% | +5.5% | +12.3% |
| 1Y | +36.9% | -0.6% | +37.4% | +31.9% |
| 3Y | -16.3% | +20.8% | -37.1% | -31.7% |
| All | -50.1% | -48.9% | -1.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling