+45.1%
PYPL vs DXCM
+410.2%
-365.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +2.0% |
| 7D | +3.9% | -3.5% | +7.4% | +4.8% |
| 30D | +7.8% | -5.8% | +13.6% | +9.2% |
| 3M | -0.7% | -4.3% | +3.7% | 0.0% |
| 6M | +28.8% | +31.6% | -2.8% | +18.5% |
| YTD | +2.4% | +19.6% | -17.3% | -3.8% |
| 1Y | -9.6% | +36.9% | -46.5% | -18.0% |
| 3Y | +9.7% | -16.3% | +25.9% | +3.8% |
| 5Y | -73.5% | -50.0% | -23.5% | -72.3% |
| All | +45.1% | +410.2% | -365.1% | +6.0% |
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