+2,605.6%
DXCM vs PAAS
+258.9%
+2,346.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.4% | -6.2% |
| 7D | -3.5% | +8.4% | -11.9% | -4.6% |
| 30D | -5.8% | -7.2% | +1.4% | -4.9% |
| 3M | -4.3% | -14.0% | +9.7% | -2.7% |
| 6M | +31.6% | -26.8% | +58.3% | +35.8% |
| YTD | +19.6% | -19.8% | +39.4% | +21.0% |
| 1Y | +36.9% | +22.8% | +14.0% | +29.8% |
| 3Y | -16.3% | +183.6% | -199.9% | -32.0% |
| 5Y | -50.0% | +73.8% | -123.8% | -57.3% |
| 10Y | +413.2% | +185.6% | +227.6% | +276.8% |
| All | +2,605.6% | +258.9% | +2,346.7% | +1,336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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