-36.3%
DXCM vs UEC
+274.7%
-310.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.2% | -6.9% | +3.7% | -2.4% |
| 30D | +6.3% | +7.6% | -1.3% | +5.1% |
| 3M | +21.1% | -18.4% | +39.5% | +22.8% |
| 6M | +20.6% | -23.3% | +43.8% | +22.0% |
| YTD | +32.4% | -1.2% | +33.6% | +29.1% |
| 1Y | +8.8% | +2.3% | +6.5% | +3.8% |
| 3Y | -13.7% | +162.3% | -176.0% | -34.2% |
| All | -36.3% | +274.7% | -310.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling