+54.8%
EBAY vs DXCM
-38.0%
+92.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -3.0% | -6.5% | +3.5% | -2.0% |
| 30D | -3.6% | -4.3% | +0.7% | -3.0% |
| 3M | -4.4% | +7.3% | -11.7% | -5.8% |
| 6M | +12.1% | +22.0% | -10.0% | +8.1% |
| YTD | +19.9% | +26.4% | -6.5% | +15.0% |
| 1Y | +13.4% | +7.0% | +6.4% | +10.9% |
| 3Y | +150.5% | -19.6% | +170.1% | +139.5% |
| 5Y | +54.8% | -39.3% | +94.1% | +50.9% |
| All | +54.8% | -38.0% | +92.9% | +50.9% |
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 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