+2,623.0%
DXCM vs UDR
+350.7%
+2,272.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +2.0% | -5.7% | -4.5% |
| 30D | -5.0% | +7.9% | -12.9% | -8.4% |
| 3M | -8.8% | -1.5% | -7.4% | -8.3% |
| 6M | +31.9% | +0.9% | +31.0% | +30.8% |
| YTD | +20.4% | +4.0% | +16.4% | +17.2% |
| 1Y | +45.7% | +10.4% | +35.4% | +37.8% |
| 3Y | -15.0% | +26.9% | -41.9% | -26.2% |
| 5Y | -48.5% | -19.4% | -29.1% | -45.0% |
| 10Y | +411.2% | +57.0% | +354.2% | +260.1% |
| All | +2,623.0% | +350.7% | +2,272.3% | +1,009.8% |
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