-41.7%
DXCM vs BROS
+7.7%
-49.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -9.2% | -20.4% | +11.2% | -5.9% |
| 30D | -6.5% | -6.1% | -0.4% | -5.8% |
| 3M | -10.3% | -29.4% | +19.1% | -5.4% |
| 6M | +35.4% | -31.5% | +67.0% | +42.3% |
| YTD | +21.1% | -42.8% | +63.9% | +30.4% |
| 1Y | +38.2% | -37.5% | +75.7% | +46.4% |
| 3Y | -14.6% | +27.2% | -41.7% | -24.6% |
| 5Y | -49.6% | -47.0% | -2.6% | -51.7% |
| All | -41.7% | +7.7% | -49.5% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling