+2,894.9%
DXCM vs PNR
+234.8%
+2,660.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.1% |
| 30D | +6.3% | -12.8% | +19.1% | +13.4% |
| 3M | +21.1% | -17.0% | +38.1% | +30.9% |
| 6M | +20.6% | -37.4% | +58.0% | +49.1% |
| YTD | +32.4% | -41.6% | +74.0% | +68.4% |
| 1Y | +8.8% | -44.6% | +53.5% | +41.9% |
| 3Y | -13.7% | -12.1% | -1.6% | -13.8% |
| 5Y | -35.2% | -17.4% | -17.8% | -34.5% |
| 10Y | +281.8% | +64.0% | +217.8% | +145.5% |
| All | +2,894.9% | +234.8% | +2,660.1% | +944.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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