+252.9%
DXCM vs UEC
+933.9%
-681.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.9% | -4.2% |
| 7D | -6.2% | +2.6% | -8.8% | -6.5% |
| 30D | -0.3% | +5.6% | -5.9% | -1.1% |
| 3M | +10.3% | -5.7% | +16.0% | +10.0% |
| 6M | +24.1% | -8.0% | +32.2% | +22.9% |
| YTD | +27.4% | +1.8% | +25.6% | +24.0% |
| 1Y | +8.4% | +0.6% | +7.8% | +4.3% |
| 3Y | -19.0% | +155.2% | -174.1% | -34.2% |
| 5Y | -38.6% | +305.8% | -344.4% | -55.5% |
| 10Y | +252.9% | +943.0% | -690.0% | +110.2% |
| All | +252.9% | +933.9% | -681.0% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling