+77.5%
EBAY vs DXCM
-49.1%
+126.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -2.6% | -3.6% | +1.0% | -2.1% |
| 30D | +3.2% | -4.3% | +7.5% | +3.8% |
| 3M | +17.8% | -10.4% | +28.1% | +19.5% |
| 6M | +9.5% | +33.1% | -23.7% | +4.3% |
| YTD | +39.2% | +22.6% | +16.6% | +34.0% |
| 1Y | +38.6% | +36.5% | +2.1% | +31.4% |
| 3Y | +216.8% | -13.5% | +230.3% | +196.5% |
| 5Y | +77.5% | -49.6% | +127.1% | +79.3% |
| All | +77.5% | -49.1% | +126.6% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling