+47.8%
DXCM vs BROS
-34.1%
+81.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +0.8% |
| 7D | -4.4% | -17.9% | +13.6% | -1.2% |
| 30D | -3.6% | -5.4% | +1.7% | -2.8% |
| 3M | -4.3% | -32.1% | +27.7% | +2.1% |
| 6M | +33.8% | -31.7% | +65.4% | +39.5% |
| YTD | +22.1% | -41.2% | +63.3% | +28.2% |
| All | +47.8% | -34.1% | +81.9% | +54.6% |
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 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