+1,248.2%
PANW vs DXCM
+260.4%
+987.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.9% |
| 7D | -0.8% | -5.5% | +4.8% | +0.4% |
| 30D | -14.6% | -8.6% | -6.0% | -12.9% |
| 3M | +18.3% | +10.3% | +7.9% | +15.3% |
| 6M | +100.5% | +25.2% | +75.3% | +89.4% |
| YTD | +79.5% | +25.1% | +54.4% | +69.1% |
| 1Y | +66.7% | +9.2% | +57.5% | +60.7% |
| 3Y | +161.2% | -22.6% | +183.9% | +154.9% |
| 5Y | +322.2% | -39.5% | +361.7% | +321.4% |
| All | +1,248.2% | +260.4% | +987.8% | +856.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling