-50.1%
DXCM vs BROS
-50.1%
0.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.6% |
| 7D | -3.5% | -21.2% | +17.7% | +0.5% |
| 30D | -5.8% | -11.6% | +5.7% | -4.0% |
| 3M | -4.3% | -36.7% | +32.3% | +3.3% |
| 6M | +31.6% | -42.8% | +74.4% | +43.4% |
| YTD | +19.6% | -44.8% | +64.5% | +30.5% |
| 1Y | +36.9% | -36.5% | +73.4% | +45.1% |
| 3Y | -16.3% | +27.0% | -43.2% | -27.9% |
| All | -50.1% | -50.1% | 0.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling