+11.2%
DXCM vs PBR
+80.2%
-69.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.9% |
| 7D | -5.8% | +4.2% | -10.0% | -5.5% |
| 30D | -5.6% | +22.7% | -28.3% | -4.3% |
| 3M | +13.0% | +21.5% | -8.5% | +14.5% |
| 6M | +24.7% | +24.0% | +0.7% | +24.8% |
| YTD | +27.3% | +88.2% | -60.9% | +28.3% |
| 1Y | +11.2% | +74.8% | -63.6% | +11.6% |
| All | +11.2% | +80.2% | -69.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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