+4,144.5%
DXCM vs UEC
+14.6%
+4,129.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.0% | +1.0% |
| 7D | -4.4% | +1.5% | -5.8% | -4.7% |
| 30D | -3.6% | -17.1% | +13.5% | -2.0% |
| 3M | -4.3% | -32.3% | +28.0% | -1.0% |
| 6M | +33.8% | -49.7% | +83.5% | +41.3% |
| YTD | +22.1% | -34.8% | +56.9% | +24.3% |
| 1Y | +47.4% | -37.5% | +84.9% | +50.1% |
| 3Y | -12.3% | +37.1% | -49.3% | -22.4% |
| 5Y | -49.1% | +44.3% | -93.4% | -57.5% |
| 10Y | +423.1% | +737.4% | -314.2% | +214.6% |
| All | +4,144.5% | +14.6% | +4,129.9% | +2,304.6% |
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 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