+2,739.2%
DXCM vs PBR
+702.2%
+2,037.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +4.9% | -1.0% | +6.0% | +5.1% |
| 30D | -0.2% | -29.3% | +29.1% | +6.3% |
| 3M | -8.9% | +5.5% | -14.4% | -10.7% |
| 6M | +42.3% | -2.9% | +45.2% | +41.5% |
| YTD | +25.6% | +61.5% | -35.9% | +11.9% |
| 1Y | +39.5% | +46.9% | -7.3% | +26.6% |
| 3Y | -15.3% | +66.4% | -81.7% | -26.6% |
| 5Y | -48.4% | +460.3% | -508.8% | -67.2% |
| 10Y | +411.4% | +564.6% | -153.3% | +162.6% |
| All | +2,739.2% | +702.2% | +2,037.0% | +841.0% |
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