+50.1%
PYPL vs DXCM
+412.4%
-362.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.2% | -9.2% | +8.0% | +1.2% |
| 30D | +6.1% | -6.5% | +12.6% | +7.7% |
| 3M | +1.1% | -10.3% | +11.3% | +3.5% |
| 6M | +32.7% | +35.4% | -2.7% | +21.2% |
| YTD | +2.8% | +21.1% | -18.3% | -3.7% |
| 1Y | -10.8% | +38.2% | -49.0% | -19.2% |
| 3Y | +9.8% | -14.6% | +24.4% | +3.4% |
| 5Y | -70.2% | -49.6% | -20.7% | -69.0% |
| 10Y | +50.1% | +393.1% | -343.0% | +9.1% |
| All | +50.1% | +412.4% | -362.4% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling