+175.1%
PFE vs DXCM
+2,810.6%
-2,635.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.0% |
| 30D | +10.2% | +6.3% | +3.9% | +9.6% |
| 3M | +12.7% | +21.1% | -8.4% | +10.5% |
| 6M | +10.5% | +20.6% | -10.0% | +8.3% |
| YTD | +20.2% | +32.4% | -12.3% | +16.6% |
| 1Y | +24.1% | +8.8% | +15.2% | +22.2% |
| 3Y | -3.6% | -13.7% | +10.2% | -5.7% |
| 5Y | -20.9% | -35.2% | +14.3% | -21.9% |
| 10Y | +35.8% | +281.8% | -246.0% | +6.8% |
| All | +175.1% | +2,810.6% | -2,635.4% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling