-9.9%
PYPL vs DXCM
-17.7%
+7.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | +2.7% | -3.2% | +5.9% | +3.1% |
| 30D | -4.9% | +6.3% | -11.2% | -5.7% |
| 3M | +28.9% | +21.1% | +7.8% | +25.5% |
| 6M | +18.2% | +20.6% | -2.3% | +15.0% |
| YTD | -5.0% | +32.4% | -37.5% | -8.7% |
| 1Y | -18.8% | +8.8% | -27.7% | -20.4% |
| All | -9.9% | -17.7% | +7.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling