-16.3%
DXCM vs PBF
+59.0%
-75.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.9% |
| 7D | -3.5% | -13.8% | +10.3% | -2.8% |
| 30D | -5.8% | -19.6% | +13.8% | -4.9% |
| 3M | -4.3% | +10.3% | -14.6% | -5.1% |
| 6M | +31.6% | +63.4% | -31.9% | +27.5% |
| YTD | +19.6% | +152.6% | -133.0% | +10.3% |
| 1Y | +36.9% | +87.4% | -50.5% | +29.9% |
| 3Y | -16.3% | +63.3% | -79.5% | -26.7% |
| All | -16.3% | +59.0% | -75.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling