I think you have to select something in preferences to fully get the benefits of this. I can't remember exactly.
Look in your preferences for any options that talk about comparing tooltips.
Tooltips are the boxes with info in them that appear when you hover your mouse over an item, or an ability. It's the box that describes the ability or shows the stats for an item.
If you have the right option selected in preferences, when you hover your mouse over an item that you may want to buy, it will show the tooltip for that item, plus the tooptip for the item you already have that it will replace, PLUS information indicating how much your stats will go up or go down if you equip the item you are considering.