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  • PWR vs DXCM✓SelectedUSD · DXCMPWR vs DXCM performance historyLatest closeAs of+0.70%09/04
Stock and ETF performance explorer

PWR vs DXCM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,032.8%
DXCM return
+2,810.6%
Excess return
+5,222.2%
Maximum drawdown
-69.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDXCMExcessAlpha
1D+0.7%-2.0%+2.7%+1.1%
7D+3.6%-3.2%+6.8%+4.3%
30D-8.6%+6.3%-14.9%-9.8%
3M-13.2%+21.1%-34.3%-17.0%
6M+9.9%+20.6%-10.7%+4.7%
YTD+48.0%+32.4%+15.6%+38.2%
1Y+66.2%+8.8%+57.3%+60.3%
3Y+195.1%-13.7%+208.8%+180.9%
5Y+442.6%-35.2%+477.7%+431.0%
10Y+2,334.2%+281.8%+2,052.4%+1,331.2%
All+8,032.8%+2,810.6%+5,222.2%+1,918.9%

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