-19.0%
PYPL vs DXCM
+11.0%
-30.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | +2.4% | -3.2% | +5.6% | +2.8% |
| 30D | -5.1% | +6.3% | -11.5% | -6.0% |
| 3M | +28.6% | +21.1% | +7.5% | +24.5% |
| 6M | +17.9% | +20.6% | -2.6% | +14.5% |
| YTD | -5.3% | +32.4% | -37.7% | -9.1% |
| 1Y | -19.0% | +8.8% | -27.9% | -22.6% |
| All | -19.0% | +11.0% | -30.0% | -22.6% |
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