-39.2%
DXCM vs BROS
+38.3%
-77.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -6.5% | -6.6% | +0.1% | -5.4% |
| 30D | -4.3% | -12.3% | +8.0% | -2.3% |
| 3M | +7.3% | -22.2% | +29.5% | +11.0% |
| 6M | +22.0% | -14.3% | +36.3% | +23.7% |
| YTD | +26.4% | -26.6% | +52.9% | +31.1% |
| 1Y | +7.0% | -31.5% | +38.5% | +11.8% |
| 3Y | -19.6% | +62.3% | -81.9% | -31.7% |
| All | -39.2% | +38.3% | -77.5% | -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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling