+2,777.7%
DXCM vs PRU
+337.8%
+2,439.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.3% | -3.3% |
| 7D | +5.7% | +4.8% | +0.9% | +3.9% |
| 30D | +1.3% | +7.9% | -6.6% | -1.6% |
| 3M | +2.2% | +3.1% | -0.9% | +0.9% |
| 6M | +42.0% | +25.2% | +16.8% | +30.0% |
| YTD | +27.3% | +12.7% | +14.5% | +20.9% |
| 1Y | +42.5% | +23.5% | +19.0% | +30.6% |
| 3Y | -13.3% | +50.6% | -63.9% | -27.5% |
| 5Y | -46.8% | +40.9% | -87.7% | -54.9% |
| 10Y | +445.8% | +125.5% | +320.3% | +242.0% |
| All | +2,777.7% | +337.8% | +2,439.9% | +870.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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