+23.2%
PFE vs DXCM
+42.7%
-19.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.0% | -9.2% | +6.2% | -2.2% |
| 30D | +5.2% | -6.5% | +11.7% | +5.7% |
| 3M | +12.2% | -10.3% | +22.5% | +13.1% |
| 6M | +17.8% | +35.4% | -17.6% | +14.6% |
| YTD | +26.2% | +21.1% | +5.1% | +22.8% |
| 1Y | +23.2% | +38.2% | -15.0% | +9.2% |
| All | +23.2% | +42.7% | -19.6% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling