+46.2%
PFE vs DXCM
+411.4%
-365.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | -0.7% | -3.7% | +3.0% | -0.5% |
| 30D | +5.3% | -5.0% | +10.3% | +5.6% |
| 3M | +10.1% | -8.8% | +18.9% | +10.6% |
| 6M | +18.0% | +31.9% | -13.8% | +15.9% |
| YTD | +25.8% | +20.4% | +5.4% | +24.0% |
| 1Y | +28.4% | +45.7% | -17.3% | +25.2% |
| 3Y | +20.9% | -15.0% | +35.9% | +19.2% |
| 5Y | -21.5% | -48.5% | +27.0% | -21.4% |
| 10Y | +46.2% | +411.2% | -365.0% | +34.7% |
| All | +46.2% | +411.4% | -365.2% | +34.7% |
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