+10.2%
PYPL vs DXCM
-13.9%
+24.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.4% |
| 7D | +0.1% | +4.9% | -4.9% | -0.6% |
| 30D | +5.7% | -0.2% | +5.8% | +5.6% |
| 3M | -1.9% | -8.9% | +7.0% | -0.9% |
| 6M | +31.8% | +42.3% | -10.5% | +25.1% |
| YTD | +2.4% | +25.6% | -23.1% | -1.3% |
| 1Y | -8.2% | +39.5% | -47.8% | -12.7% |
| 3Y | +10.2% | -15.3% | +25.5% | +3.4% |
| All | +10.2% | -13.9% | +24.1% | +3.4% |
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