-7.9%
PYPL vs DXCM
+44.8%
-52.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.6% | -3.2% | +2.2% |
| 7D | +6.5% | +12.5% | -6.1% | +4.3% |
| 30D | +10.6% | +1.8% | +8.8% | +10.1% |
| 3M | +3.1% | +1.8% | +1.3% | +2.4% |
| 6M | +20.2% | +47.4% | -27.2% | +9.7% |
| YTD | +4.0% | +33.3% | -29.3% | -2.3% |
| 1Y | -7.9% | +44.6% | -52.5% | -15.5% |
| All | -7.9% | +44.8% | -52.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling