+4,502.1%
DXCM vs UEC
+73.5%
+4,428.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.2% | -6.9% | +3.7% | -2.5% |
| 30D | +6.3% | +7.6% | -1.3% | +5.2% |
| 3M | +21.1% | -18.4% | +39.5% | +22.6% |
| 6M | +20.6% | -23.3% | +43.8% | +21.9% |
| YTD | +32.4% | -1.2% | +33.6% | +29.5% |
| 1Y | +8.8% | +2.3% | +6.5% | +4.7% |
| 3Y | -13.7% | +162.3% | -176.0% | -28.9% |
| 5Y | -35.2% | +287.2% | -322.4% | -51.5% |
| 10Y | +281.8% | +1,009.6% | -727.8% | +123.9% |
| All | +4,502.1% | +73.5% | +4,428.6% | +2,406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling