+257.0%
DXCM vs BRO
+294.2%
-37.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | -7.3% | +1.8% | -1.7% |
| 30D | -8.6% | -6.9% | -1.7% | -5.2% |
| 3M | +10.3% | +10.7% | -0.3% | +4.3% |
| 6M | +25.2% | -2.7% | +27.9% | +25.8% |
| YTD | +25.1% | -16.3% | +41.4% | +35.1% |
| 1Y | +9.2% | -29.1% | +38.3% | +28.9% |
| 3Y | -22.6% | -7.8% | -14.8% | -26.5% |
| 5Y | -39.5% | +18.7% | -58.3% | -51.8% |
| All | +257.0% | +294.2% | -37.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling