+8.4%
DXCM vs PBF
+176.6%
-168.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -3.8% |
| 7D | -6.2% | +2.4% | -8.6% | -6.2% |
| 30D | -0.3% | +24.9% | -25.1% | -0.2% |
| 3M | +10.3% | +81.9% | -71.5% | +11.3% |
| 6M | +24.1% | +79.4% | -55.2% | +25.1% |
| YTD | +27.4% | +188.3% | -160.9% | +24.4% |
| 1Y | +8.4% | +177.3% | -168.9% | +3.3% |
| All | +8.4% | +176.6% | -168.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling