+44.6%
DXCM vs BROS
-18.6%
+63.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.5% |
| 7D | +12.5% | +2.5% | +10.1% | +12.1% |
| 30D | +1.8% | +15.1% | -13.2% | -0.6% |
| 3M | +1.8% | -31.4% | +33.2% | +8.4% |
| 6M | +47.4% | -22.6% | +70.0% | +50.9% |
| YTD | +33.3% | -28.1% | +61.5% | +35.2% |
| 1Y | +44.6% | -20.3% | +64.9% | +45.5% |
| All | +44.6% | -18.6% | +63.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling