-22.6%
DXCM vs BRKR
-11.8%
-10.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -8.7% | +3.1% | -4.1% |
| 30D | -8.6% | -9.9% | +1.3% | -7.1% |
| 3M | +10.3% | -3.1% | +13.4% | +9.4% |
| 6M | +25.2% | +45.5% | -20.3% | +13.9% |
| YTD | +25.1% | +13.7% | +11.4% | +18.6% |
| 1Y | +9.2% | +67.4% | -58.2% | -4.1% |
| 3Y | -22.6% | -13.2% | -9.4% | -30.0% |
| All | -22.6% | -11.8% | -10.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling