+178.1%
DXCM vs ESTC
+31.2%
+146.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.7% |
| 7D | -3.2% | -8.1% | +4.9% | -1.0% |
| 30D | +6.3% | +31.7% | -25.3% | -2.9% |
| 3M | +21.1% | +41.1% | -20.0% | +8.1% |
| 6M | +20.6% | +77.1% | -56.5% | -0.3% |
| YTD | +32.4% | +21.7% | +10.7% | +20.9% |
| 1Y | +8.8% | +8.4% | +0.5% | +1.4% |
| 3Y | -13.7% | +23.6% | -37.4% | -32.0% |
| 5Y | -35.2% | -46.5% | +11.3% | -36.3% |
| All | +178.1% | +31.2% | +146.9% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling