-16.3%
DXCM vs UEC
+19.3%
-35.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.8% | -12.8% | -6.2% |
| 7D | -3.5% | -10.2% | +6.7% | -3.2% |
| 30D | -5.8% | -26.9% | +21.1% | -4.8% |
| 3M | -4.3% | -35.7% | +31.3% | -3.1% |
| 6M | +31.6% | -56.1% | +87.7% | +35.1% |
| YTD | +19.6% | -40.8% | +60.4% | +21.3% |
| 1Y | +36.9% | -43.4% | +80.2% | +38.8% |
| 3Y | -16.3% | +25.4% | -41.6% | -22.6% |
| All | -16.3% | +19.3% | -35.6% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling