+2,894.9%
DXCM vs PBR
+780.0%
+2,114.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -3.2% | +8.6% | -11.8% | -4.8% |
| 30D | +6.3% | +12.8% | -6.5% | +3.7% |
| 3M | +21.1% | +14.7% | +6.4% | +17.5% |
| 6M | +20.6% | +25.2% | -4.6% | +14.2% |
| YTD | +32.4% | +77.1% | -44.7% | +16.8% |
| 1Y | +8.8% | +69.6% | -60.7% | -3.4% |
| 3Y | -13.7% | +95.6% | -109.3% | -27.1% |
| 5Y | -35.2% | +501.8% | -536.9% | -59.2% |
| 10Y | +281.8% | +640.6% | -358.8% | +92.0% |
| All | +2,894.9% | +780.0% | +2,114.8% | +882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling