+266.6%
EBAY vs DXCM
+266.8%
-0.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -0.8% | -5.8% | +5.0% | 0.0% |
| 30D | -0.6% | -5.6% | +5.0% | +0.1% |
| 3M | -1.0% | +13.0% | -14.0% | -2.9% |
| 6M | +16.3% | +24.7% | -8.4% | +12.4% |
| YTD | +21.7% | +27.3% | -5.6% | +17.3% |
| 1Y | +16.5% | +11.2% | +5.3% | +13.8% |
| 3Y | +154.2% | -19.0% | +173.2% | +147.2% |
| 5Y | +58.1% | -38.5% | +96.5% | +55.5% |
| All | +266.6% | +266.8% | -0.2% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling