+2,894.9%
DXCM vs UL
+452.6%
+2,442.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -3.2% | -1.3% | -1.9% | -2.6% |
| 30D | +6.3% | +0.5% | +5.9% | +6.0% |
| 3M | +21.1% | +17.6% | +3.5% | +11.1% |
| 6M | +20.6% | -5.4% | +25.9% | +23.1% |
| YTD | +32.4% | +0.7% | +31.7% | +30.6% |
| 1Y | +8.8% | -9.3% | +18.1% | +12.7% |
| 3Y | -13.7% | +24.5% | -38.3% | -26.9% |
| 5Y | -35.2% | +23.2% | -58.4% | -45.7% |
| 10Y | +281.8% | +64.5% | +217.3% | +150.8% |
| All | +2,894.9% | +452.6% | +2,442.3% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling