+50.7%
PFE vs DXCM
+412.4%
-361.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.0% | -9.2% | +6.2% | -2.4% |
| 30D | +5.2% | -6.5% | +11.7% | +5.6% |
| 3M | +12.2% | -10.3% | +22.5% | +12.9% |
| 6M | +17.8% | +35.4% | -17.6% | +15.4% |
| YTD | +26.2% | +21.1% | +5.1% | +24.3% |
| 1Y | +23.2% | +38.2% | -15.0% | +20.4% |
| 3Y | +21.3% | -14.6% | +35.9% | +19.5% |
| 5Y | -23.1% | -49.6% | +26.5% | -22.8% |
| 10Y | +50.7% | +393.1% | -342.4% | +37.8% |
| All | +50.7% | +412.4% | -361.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling