-22.6%
DXCM vs PAYX
+6.4%
-29.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.5% | -4.9% | -0.7% | -4.0% |
| 30D | -8.6% | -3.8% | -4.8% | -7.4% |
| 3M | +10.3% | +17.9% | -7.5% | +5.5% |
| 6M | +25.2% | +26.1% | -0.9% | +17.6% |
| YTD | +25.1% | +6.7% | +18.4% | +22.2% |
| 1Y | +9.2% | -10.7% | +20.0% | +12.2% |
| 3Y | -22.6% | +7.0% | -29.6% | -16.4% |
| All | -22.6% | +6.4% | -29.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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