+189.0%
PFE vs DXCM
+2,696.7%
-2,507.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.6% | -2.5% |
| 7D | -0.2% | +5.7% | -5.9% | -0.7% |
| 30D | +8.7% | +1.3% | +7.4% | +8.5% |
| 3M | +15.8% | +2.2% | +13.6% | +15.4% |
| 6M | +16.8% | +42.0% | -25.2% | +12.8% |
| YTD | +26.2% | +27.3% | -1.1% | +22.8% |
| 1Y | +29.9% | +42.5% | -12.5% | +25.2% |
| 3Y | +15.9% | -13.3% | +29.3% | +13.6% |
| 5Y | -20.6% | -46.8% | +26.2% | -20.2% |
| 10Y | +65.4% | +445.8% | -380.4% | +25.4% |
| All | +189.0% | +2,696.7% | -2,507.7% | +59.1% |
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