-38.5%
DXCM vs BRO
+17.6%
-56.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -5.5% | -7.3% | +1.8% | -2.2% |
| 30D | -8.6% | -6.9% | -1.7% | -5.6% |
| 3M | +10.3% | +10.7% | -0.3% | +5.2% |
| 6M | +25.2% | -2.7% | +27.9% | +25.9% |
| YTD | +25.1% | -16.3% | +41.4% | +34.2% |
| 1Y | +9.2% | -29.1% | +38.3% | +27.2% |
| 3Y | -22.6% | -7.8% | -14.8% | -28.9% |
| All | -38.5% | +17.6% | -56.2% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling