-24.0%
PFE vs DXCM
-49.1%
+25.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | +3.1% | -4.3% | +7.4% | +3.3% |
| 3M | +11.2% | -10.4% | +21.5% | +11.8% |
| 6M | +15.0% | +33.1% | -18.1% | +13.1% |
| YTD | +23.5% | +22.6% | +0.9% | +21.8% |
| 1Y | +18.9% | +36.5% | -17.6% | +16.6% |
| 3Y | +18.7% | -13.5% | +32.2% | +16.2% |
| 5Y | -24.0% | -49.6% | +25.6% | -30.7% |
| All | -24.0% | -49.1% | +25.1% | -30.7% |
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