-41.2%
DXCM vs BROS
+10.8%
-52.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +1.0% |
| 7D | -4.4% | -17.9% | +13.6% | -1.4% |
| 30D | -3.6% | -5.4% | +1.7% | -3.0% |
| 3M | -4.3% | -32.1% | +27.7% | +1.4% |
| 6M | +33.8% | -31.7% | +65.4% | +40.6% |
| YTD | +22.1% | -41.2% | +63.3% | +30.9% |
| 1Y | +47.4% | -32.6% | +80.0% | +54.1% |
| 3Y | -12.3% | +32.7% | -44.9% | -23.1% |
| 5Y | -49.1% | -44.2% | -4.9% | -51.6% |
| All | -41.2% | +10.8% | -52.0% | -45.6% |
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