-36.3%
DXCM vs PBF
+772.7%
-808.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.2% | +4.3% | -7.5% | -3.4% |
| 30D | +6.3% | +22.0% | -15.6% | +5.2% |
| 3M | +21.1% | +74.5% | -53.4% | +17.4% |
| 6M | +20.6% | +67.7% | -47.1% | +16.7% |
| YTD | +32.4% | +179.2% | -146.7% | +23.5% |
| 1Y | +8.8% | +170.0% | -161.2% | +1.4% |
| 3Y | -13.7% | +66.4% | -80.1% | -20.0% |
| All | -36.3% | +772.7% | -808.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling