+2,228.7%
DXCM vs PBF
+265.5%
+1,963.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.8% |
| 7D | -3.5% | -13.8% | +10.3% | -2.4% |
| 30D | -5.8% | -19.6% | +13.8% | -4.2% |
| 3M | -4.3% | +10.3% | -14.6% | -5.5% |
| 6M | +31.6% | +63.4% | -31.9% | +25.0% |
| YTD | +19.6% | +152.6% | -133.0% | +8.1% |
| 1Y | +36.9% | +87.4% | -50.5% | +26.9% |
| 3Y | -16.3% | +63.3% | -79.5% | -23.5% |
| 5Y | -50.0% | +412.5% | -462.5% | -60.4% |
| 10Y | +413.2% | +282.5% | +130.7% | +266.7% |
| All | +2,228.7% | +265.5% | +1,963.3% | +1,739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling