+2,605.6%
DXCM vs UDR
+349.7%
+2,255.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.4% |
| 7D | -3.5% | +3.0% | -6.5% | -4.7% |
| 30D | -5.8% | +10.3% | -16.1% | -10.1% |
| 3M | -4.3% | -2.9% | -1.4% | -3.2% |
| 6M | +31.6% | +0.3% | +31.2% | +30.8% |
| YTD | +19.6% | +3.8% | +15.9% | +16.6% |
| 1Y | +36.9% | +12.7% | +24.1% | +28.0% |
| 3Y | -16.3% | +27.6% | -43.8% | -27.5% |
| 5Y | -50.0% | -18.6% | -31.4% | -46.8% |
| 10Y | +413.2% | +52.4% | +360.7% | +266.9% |
| All | +2,605.6% | +349.7% | +2,255.9% | +1,003.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling