+744.5%
EBAY vs DXCM
+2,810.6%
-2,066.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.6% |
| 30D | -6.7% | +6.3% | -13.0% | -7.6% |
| 3M | -5.0% | +21.1% | -26.1% | -8.1% |
| 6M | +14.6% | +20.6% | -5.9% | +10.7% |
| YTD | +19.8% | +32.4% | -12.6% | +14.0% |
| 1Y | +12.6% | +8.8% | +3.7% | +9.8% |
| 3Y | +141.0% | -13.7% | +154.7% | +131.5% |
| 5Y | +47.5% | -35.2% | +82.7% | +45.4% |
| 10Y | +263.3% | +281.8% | -18.5% | +149.2% |
| All | +744.5% | +2,810.6% | -2,066.0% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling