-38.7%
DXCM vs BROS
+41.2%
-79.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | -0.3% | -13.5% | +13.2% | +2.0% |
| 3M | +10.3% | -18.4% | +28.8% | +13.2% |
| 6M | +24.1% | -10.6% | +34.7% | +25.0% |
| YTD | +27.4% | -25.1% | +52.4% | +31.7% |
| 1Y | +8.4% | -28.6% | +37.0% | +12.4% |
| 3Y | -19.0% | +65.6% | -84.6% | -31.4% |
| All | -38.7% | +41.2% | -79.9% | -45.3% |
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