-38.6%
DXCM vs UDR
-18.0%
-20.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -6.2% | -2.1% | -4.2% | -5.3% |
| 30D | -0.3% | -5.6% | +5.4% | +2.3% |
| 3M | +10.3% | -5.8% | +16.1% | +13.2% |
| 6M | +24.1% | -1.1% | +25.2% | +24.3% |
| YTD | +27.4% | +1.6% | +25.8% | +25.6% |
| 1Y | +8.4% | -2.7% | +11.0% | +8.9% |
| 3Y | -19.0% | +6.3% | -25.3% | -22.9% |
| 5Y | -38.6% | -19.3% | -19.3% | -27.5% |
| All | -38.6% | -18.0% | -20.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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