+51.4%
PYPL vs DXCM
+346.3%
-294.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | +2.7% | -3.2% | +5.9% | +3.5% |
| 30D | -4.9% | +6.3% | -11.2% | -6.4% |
| 3M | +28.9% | +21.1% | +7.8% | +22.2% |
| 6M | +18.2% | +20.6% | -2.3% | +11.7% |
| YTD | -5.0% | +32.4% | -37.5% | -12.4% |
| 1Y | -18.8% | +8.8% | -27.7% | -22.0% |
| 3Y | -12.6% | -13.7% | +1.2% | -17.7% |
| 5Y | -80.8% | -35.2% | -45.6% | -81.2% |
| 10Y | +49.9% | +281.8% | -231.9% | +7.9% |
| All | +51.4% | +346.3% | -294.9% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling