+167.4%
PANW vs DXCM
-19.0%
+186.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.9% |
| 7D | +2.0% | -5.8% | +7.8% | +2.7% |
| 30D | -11.8% | -5.6% | -6.2% | -11.2% |
| 3M | +28.6% | +13.0% | +15.6% | +26.7% |
| 6M | +104.4% | +24.7% | +79.8% | +98.9% |
| YTD | +83.8% | +27.3% | +56.4% | +78.1% |
| 1Y | +71.5% | +11.2% | +60.3% | +68.3% |
| All | +167.4% | -19.0% | +186.4% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling