-36.3%
DXCM vs ESTC
-46.4%
+10.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.0% |
| 7D | -3.2% | -8.1% | +4.9% | -1.4% |
| 30D | +6.3% | +31.7% | -25.3% | -1.3% |
| 3M | +21.1% | +41.1% | -20.0% | +10.4% |
| 6M | +20.6% | +77.1% | -56.5% | +3.4% |
| YTD | +32.4% | +21.7% | +10.7% | +23.1% |
| 1Y | +8.8% | +8.4% | +0.5% | +2.9% |
| 3Y | -13.7% | +23.6% | -37.4% | -29.6% |
| All | -36.3% | -46.4% | +10.1% | -37.5% |
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