-22.6%
DXCM vs BRO
-7.6%
-15.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -7.3% | +1.8% | -4.2% |
| 30D | -8.6% | -6.9% | -1.7% | -7.4% |
| 3M | +10.3% | +10.7% | -0.3% | +9.2% |
| 6M | +25.2% | -2.7% | +27.9% | +25.3% |
| YTD | +25.1% | -16.3% | +41.4% | +27.2% |
| 1Y | +9.2% | -29.1% | +38.3% | +13.9% |
| 3Y | -22.6% | -7.8% | -14.8% | -20.5% |
| All | -22.6% | -7.6% | -15.0% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling