+21.0%
PFE vs DXCM
-13.9%
+34.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -1.7% | +4.9% | -6.6% | -1.9% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +9.4% | -8.9% | +18.3% | +9.6% |
| 6M | +14.9% | +42.3% | -27.4% | +13.7% |
| YTD | +23.8% | +25.6% | -1.8% | +22.9% |
| 1Y | +19.5% | +39.5% | -20.0% | +18.3% |
| 3Y | +21.0% | -15.3% | +36.3% | +15.4% |
| All | +21.0% | -13.9% | +34.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling