+2,662.2%
DXCM vs UL
+473.3%
+2,188.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | -3.6% | +7.0% | -10.6% | -6.8% |
| 3M | -4.3% | +5.8% | -10.1% | -7.1% |
| 6M | +33.8% | +16.1% | +17.6% | +23.4% |
| YTD | +22.1% | +4.5% | +17.7% | +18.1% |
| 1Y | +47.4% | -1.3% | +48.7% | +46.3% |
| 3Y | -12.3% | +35.0% | -47.2% | -28.6% |
| 5Y | -49.1% | +31.9% | -81.0% | -58.9% |
| 10Y | +423.1% | +99.3% | +323.9% | +204.9% |
| All | +2,662.2% | +473.3% | +2,188.9% | +683.6% |
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