+36.9%
PYPL vs DXCM
+256.6%
-219.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.3% |
| 7D | +1.7% | -6.2% | +8.0% | +3.4% |
| 30D | -9.7% | -0.3% | -9.5% | -9.8% |
| 3M | +29.2% | +10.3% | +18.9% | +25.3% |
| 6M | +13.9% | +24.1% | -10.3% | +6.6% |
| YTD | -8.1% | +27.4% | -35.5% | -14.6% |
| 1Y | -21.4% | +8.4% | -29.8% | -24.5% |
| 3Y | -11.8% | -19.0% | +7.2% | -15.8% |
| 5Y | -81.1% | -38.6% | -42.6% | -81.3% |
| 10Y | +36.9% | +252.9% | -216.0% | +6.5% |
| All | +36.9% | +256.6% | -219.7% | +6.5% |
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 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