+929.3%
DXCM vs PAYC
+1,229.9%
-300.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.9% |
| 7D | -3.2% | -2.9% | -0.3% | -2.3% |
| 30D | +6.3% | +32.8% | -26.4% | -3.8% |
| 3M | +21.1% | +69.3% | -48.2% | +1.1% |
| 6M | +20.6% | +74.0% | -53.4% | -1.1% |
| YTD | +32.4% | +46.4% | -14.0% | +14.3% |
| 1Y | +8.8% | +4.2% | +4.7% | +4.3% |
| 3Y | -13.7% | -19.7% | +6.0% | -16.3% |
| 5Y | -35.2% | -52.0% | +16.9% | -27.0% |
| 10Y | +281.8% | +356.9% | -75.1% | +112.7% |
| All | +929.3% | +1,229.9% | -300.6% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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