+44.6%
DXCM vs UL
+1.7%
+42.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.3% | +3.4% | +5.8% |
| 7D | +12.5% | +4.7% | +7.9% | +11.4% |
| 30D | +1.8% | +11.6% | -9.8% | -0.6% |
| 3M | +1.8% | +5.3% | -3.5% | +0.6% |
| 6M | +47.4% | +16.0% | +31.3% | +41.5% |
| YTD | +33.3% | +5.0% | +28.3% | +28.8% |
| 1Y | +44.6% | +1.1% | +43.5% | +39.1% |
| All | +44.6% | +1.7% | +42.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling