+388.5%
EBAY vs DXCM
+391.0%
-2.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -2.6% | -3.6% | +1.0% | -2.2% |
| 30D | +3.2% | -4.3% | +7.5% | +3.7% |
| 3M | +17.8% | -10.4% | +28.1% | +19.3% |
| 6M | +9.5% | +33.1% | -23.7% | +4.9% |
| YTD | +39.2% | +22.6% | +16.6% | +34.6% |
| 1Y | +38.6% | +36.5% | +2.1% | +32.1% |
| 3Y | +216.8% | -13.5% | +230.3% | +205.2% |
| 5Y | +77.5% | -49.6% | +127.1% | +78.7% |
| All | +388.5% | +391.0% | -2.6% | +306.9% |
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