+252.9%
DXCM vs UL
+65.6%
+187.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | -6.2% | -1.3% | -4.9% | -5.9% |
| 30D | -0.3% | +0.9% | -1.2% | -0.5% |
| 3M | +10.3% | +14.2% | -3.9% | +5.9% |
| 6M | +24.1% | -3.2% | +27.3% | +24.7% |
| YTD | +27.4% | -0.3% | +27.7% | +26.7% |
| 1Y | +8.4% | -8.8% | +17.1% | +10.4% |
| 3Y | -19.0% | +23.9% | -42.9% | -26.6% |
| 5Y | -38.6% | +21.4% | -59.9% | -45.0% |
| 10Y | +252.9% | +66.7% | +186.3% | +192.8% |
| All | +252.9% | +65.6% | +187.4% | +192.8% |
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