+411.2%
DXCM vs UL
+106.3%
+305.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | +2.6% | -6.2% | -4.3% |
| 30D | -5.0% | +6.8% | -11.7% | -6.7% |
| 3M | -8.8% | +5.7% | -14.6% | -10.3% |
| 6M | +31.9% | +15.9% | +16.0% | +26.0% |
| YTD | +20.4% | +4.3% | +16.2% | +18.2% |
| 1Y | +45.7% | -0.4% | +46.2% | +44.8% |
| 3Y | -15.0% | +35.0% | -50.0% | -25.1% |
| 5Y | -48.5% | +31.6% | -80.1% | -54.9% |
| 10Y | +411.2% | +104.6% | +306.6% | +329.3% |
| All | +411.2% | +106.3% | +305.0% | +329.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling