+2,780.1%
DXCM vs PAYX
+636.1%
+2,144.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -1.2% |
| 7D | -6.2% | -6.9% | +0.7% | -1.6% |
| 30D | -0.3% | -2.6% | +2.3% | +1.4% |
| 3M | +10.3% | +19.4% | -9.1% | -2.4% |
| 6M | +24.1% | +18.7% | +5.5% | +9.4% |
| YTD | +27.4% | +7.8% | +19.6% | +18.8% |
| 1Y | +8.4% | -9.9% | +18.2% | +13.8% |
| 3Y | -19.0% | +7.4% | -26.4% | -28.0% |
| 5Y | -38.6% | +21.8% | -60.4% | -49.9% |
| 10Y | +252.9% | +161.3% | +91.7% | +49.0% |
| All | +2,780.1% | +636.1% | +2,144.0% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling