+2,729.0%
DXCM vs BRKR
+1,564.9%
+1,164.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -8.7% | +3.1% | -3.0% |
| 30D | -8.6% | -9.9% | +1.3% | -5.9% |
| 3M | +10.3% | -3.1% | +13.4% | +8.9% |
| 6M | +25.2% | +45.5% | -20.3% | +7.4% |
| YTD | +25.1% | +13.7% | +11.4% | +15.3% |
| 1Y | +9.2% | +67.4% | -58.2% | -12.2% |
| 3Y | -22.6% | -13.2% | -9.4% | -27.8% |
| 5Y | -39.5% | -39.5% | -0.1% | -37.0% |
| 10Y | +257.3% | +153.5% | +103.8% | +135.3% |
| All | +2,729.0% | +1,564.9% | +1,164.0% | +1,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling