+152.1%
PANW vs DXCM
-13.9%
+166.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | +2.7% | +4.9% | -2.3% | +2.1% |
| 30D | -14.1% | -0.2% | -13.9% | -14.1% |
| 3M | -18.6% | -8.9% | -9.7% | -17.8% |
| 6M | +41.5% | +42.3% | -0.8% | +35.9% |
| YTD | +74.9% | +25.6% | +49.4% | +69.9% |
| 1Y | +57.4% | +39.5% | +17.8% | +51.1% |
| 3Y | +152.1% | -15.3% | +167.4% | +153.0% |
| All | +152.1% | -13.9% | +166.0% | +153.0% |
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