-21.5%
PFE vs DXCM
-50.2%
+28.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.3% | -1.3% |
| 7D | -3.7% | -3.5% | -0.2% | -3.5% |
| 30D | +5.0% | -5.8% | +10.8% | +5.3% |
| 3M | +12.2% | -4.3% | +16.5% | +12.4% |
| 6M | +14.6% | +31.6% | -17.0% | +12.7% |
| YTD | +24.1% | +19.6% | +4.5% | +22.6% |
| 1Y | +26.6% | +36.9% | -10.3% | +24.1% |
| 3Y | +14.3% | -16.3% | +30.6% | +12.1% |
| All | -21.5% | -50.2% | +28.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling